+431.7%
CMS vs APTV
+194.6%
+237.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.4% |
| 7D | +0.4% | +4.8% | -4.4% | 0.0% |
| 30D | -3.6% | +2.0% | -5.6% | -3.8% |
| 3M | -1.9% | -34.2% | +32.3% | +1.1% |
| 6M | -11.0% | -34.7% | +23.7% | -8.5% |
| YTD | +0.2% | -37.0% | +37.2% | +3.2% |
| 1Y | -1.3% | -40.4% | +39.1% | +2.0% |
| 3Y | +35.9% | -54.1% | +90.0% | +42.1% |
| 5Y | +23.1% | -68.0% | +91.1% | +30.6% |
| 10Y | +117.9% | -15.5% | +133.4% | +102.6% |
| All | +431.7% | +194.6% | +237.1% | +304.1% |
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