+153.3%
CMI vs APTV
-55.4%
+208.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | -0.7% | -5.0% | +4.3% | +0.9% |
| 30D | -12.4% | -6.1% | -6.3% | -10.7% |
| 3M | -14.8% | -33.0% | +18.2% | -3.5% |
| 6M | +0.8% | -35.2% | +36.0% | +14.5% |
| YTD | +10.2% | -40.1% | +50.3% | +28.3% |
| 1Y | +37.4% | -45.6% | +83.0% | +65.2% |
| 3Y | +153.3% | -54.4% | +207.6% | +202.3% |
| All | +153.3% | -55.4% | +208.7% | +202.3% |
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