+47.7%
CI vs APTV
-77.0%
+124.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.8% | -2.4% |
| 7D | -1.6% | -10.2% | +8.7% | -0.8% |
| 30D | +5.4% | -10.8% | +16.2% | +6.2% |
| 3M | +7.3% | -14.8% | +22.1% | +8.4% |
| 6M | +5.3% | -30.6% | +35.9% | +7.3% |
| YTD | +8.5% | -48.2% | +56.6% | +12.6% |
| 1Y | +17.1% | -52.0% | +69.1% | +22.2% |
| 3Y | +1.4% | -47.0% | +48.4% | +4.6% |
| All | +47.7% | -77.0% | +124.7% | +63.2% |
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