+1,929.4%
CLS vs APTV
-26.5%
+1,955.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +2.8% | -8.9% | +11.7% | +7.5% |
| 30D | -30.1% | -9.5% | -20.6% | -27.0% |
| 3M | -21.7% | -20.6% | -1.2% | -13.7% |
| 6M | -36.2% | -28.9% | -7.4% | -26.5% |
| YTD | -17.8% | -48.2% | +30.4% | +8.0% |
| 1Y | -26.8% | -51.7% | +24.9% | -0.6% |
| 3Y | +853.4% | -48.1% | +901.5% | +1,085.2% |
| 5Y | +2,005.0% | -76.7% | +2,081.7% | +3,602.2% |
| 10Y | +1,929.4% | -25.6% | +1,955.0% | +2,115.1% |
| All | +1,929.4% | -26.5% | +1,955.9% | +2,115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling