+441.7%
CMS vs APTV
+142.3%
+299.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.1% | -1.1% |
| 7D | -0.5% | -10.2% | +9.7% | +0.3% |
| 30D | +7.2% | -10.8% | +18.0% | +8.1% |
| 3M | -1.3% | -14.8% | +13.6% | -0.1% |
| 6M | -4.3% | -30.6% | +26.2% | -2.2% |
| YTD | +2.1% | -48.2% | +50.2% | +6.6% |
| 1Y | -0.6% | -52.0% | +51.4% | +4.4% |
| 3Y | +38.0% | -47.0% | +85.1% | +42.2% |
| 5Y | +33.6% | -77.5% | +111.1% | +45.9% |
| 10Y | +128.6% | -27.0% | +155.6% | +114.6% |
| All | +441.7% | +142.3% | +299.4% | +317.6% |
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