+695.6%
CI vs APTV
+143.1%
+552.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +2.6% | -4.3% | +6.9% | +3.6% |
| 30D | +7.3% | -9.7% | +17.0% | +9.6% |
| 3M | +9.5% | -20.6% | +30.0% | +14.7% |
| 6M | +6.4% | -31.7% | +38.1% | +13.7% |
| YTD | +12.0% | -48.0% | +60.0% | +26.3% |
| 1Y | +20.1% | -52.1% | +72.2% | +37.8% |
| 3Y | +9.6% | -47.9% | +57.5% | +19.0% |
| 5Y | +52.7% | -76.9% | +129.6% | +98.6% |
| 10Y | +150.3% | -26.7% | +177.0% | +112.8% |
| All | +695.6% | +143.1% | +552.5% | +315.0% |
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