+489.3%
CMG vs APTV
+180.9%
+308.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.4% |
| 7D | -1.5% | +2.0% | -3.4% | -2.2% |
| 30D | +12.7% | -7.7% | +20.4% | +15.2% |
| 3M | +26.3% | -34.0% | +60.3% | +42.0% |
| 6M | +4.5% | -37.1% | +41.6% | +17.7% |
| YTD | -0.1% | -39.9% | +39.8% | +13.6% |
| 1Y | -6.8% | -44.4% | +37.7% | +8.8% |
| 3Y | -5.0% | -54.5% | +49.5% | +12.9% |
| 5Y | -3.0% | -69.1% | +66.1% | +26.8% |
| 10Y | +323.6% | -20.0% | +343.6% | +260.6% |
| All | +489.3% | +180.9% | +308.3% | +187.0% |
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