+42.5%
CI vs APTV
-67.9%
+110.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.5% |
| 7D | +1.3% | +4.8% | -3.5% | +1.0% |
| 30D | +4.4% | +2.0% | +2.4% | +4.3% |
| 3M | +0.7% | -34.2% | +34.9% | +3.3% |
| 6M | +0.3% | -34.7% | +35.0% | +2.8% |
| YTD | +3.8% | -37.0% | +40.8% | +6.5% |
| 1Y | -5.5% | -40.4% | +34.9% | -2.6% |
| 3Y | +8.1% | -54.1% | +62.2% | +14.2% |
| All | +42.5% | -67.9% | +110.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling