+115.8%
CMS vs APTV
-19.3%
+135.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.8% |
| 7D | +1.2% | +2.0% | -0.7% | +1.1% |
| 30D | -3.2% | -7.7% | +4.6% | -2.6% |
| 3M | -2.2% | -34.0% | +31.8% | +0.6% |
| 6M | -9.4% | -37.1% | +27.7% | -6.8% |
| YTD | +0.7% | -39.9% | +40.6% | +3.9% |
| 1Y | +0.4% | -44.4% | +44.8% | +4.1% |
| 3Y | +35.2% | -54.5% | +89.7% | +41.1% |
| 5Y | +24.1% | -69.1% | +93.2% | +31.7% |
| 10Y | +115.8% | -20.0% | +135.8% | +105.9% |
| All | +115.8% | -19.3% | +135.1% | +105.9% |
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