+675.8%
CI vs APTV
+145.2%
+530.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +0.1% | -9.8% | +9.9% | +2.3% |
| 30D | +4.7% | -8.9% | +13.5% | +6.7% |
| 3M | +5.2% | -19.5% | +24.7% | +9.9% |
| 6M | +3.8% | -31.1% | +34.9% | +10.7% |
| YTD | +9.2% | -47.5% | +56.8% | +22.9% |
| 1Y | +14.3% | -52.3% | +66.6% | +31.3% |
| 3Y | +8.4% | -45.2% | +53.6% | +16.3% |
| 5Y | +50.0% | -76.9% | +126.9% | +95.2% |
| 10Y | +142.2% | -25.1% | +167.3% | +104.8% |
| All | +675.8% | +145.2% | +530.6% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling