+184.3%
CL vs APTV
+194.6%
-10.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.5% | -1.7% |
| 7D | -2.2% | +4.8% | -7.0% | -2.6% |
| 30D | -4.8% | +2.0% | -6.8% | -5.1% |
| 3M | +4.9% | -34.2% | +39.2% | +8.7% |
| 6M | -5.7% | -34.7% | +28.9% | -2.6% |
| YTD | +14.4% | -37.0% | +51.4% | +18.3% |
| 1Y | +8.7% | -40.4% | +49.1% | +13.0% |
| 3Y | +30.0% | -54.1% | +84.1% | +37.1% |
| 5Y | +28.4% | -68.0% | +96.4% | +38.6% |
| 10Y | +50.1% | -15.5% | +65.6% | +32.3% |
| All | +184.3% | +194.6% | -10.3% | +106.2% |
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 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