+61.8%
CME vs APTV
-47.6%
+109.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +1.7% | -4.3% | +5.9% | +1.5% |
| 30D | +10.2% | -9.7% | +19.8% | +9.7% |
| 3M | +17.8% | -20.6% | +38.3% | +16.5% |
| 6M | +11.0% | -31.7% | +42.7% | +9.0% |
| YTD | +17.0% | -48.0% | +65.0% | +13.8% |
| 1Y | +15.8% | -52.1% | +67.9% | +12.3% |
| All | +61.8% | -47.6% | +109.4% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling