+742.3%
CMI vs APTV
+173.4%
+568.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.2% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | -12.3% | -10.6% | -1.6% | -8.8% |
| 3M | -16.8% | -35.0% | +18.2% | -3.6% |
| 6M | +1.5% | -38.9% | +40.4% | +18.8% |
| YTD | +9.8% | -41.5% | +51.3% | +30.2% |
| 1Y | +42.6% | -45.8% | +88.4% | +73.5% |
| 3Y | +151.0% | -55.7% | +206.7% | +216.7% |
| 5Y | +167.0% | -70.1% | +237.1% | +273.5% |
| 10Y | +512.2% | -19.1% | +531.2% | +413.6% |
| All | +742.3% | +173.4% | +568.9% | +192.1% |
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 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