+134.0%
CNC vs APTV
-39.9%
+173.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.6% |
| 7D | +3.5% | +4.8% | -1.3% | +3.2% |
| 30D | +0.1% | +2.0% | -1.9% | -0.1% |
| 3M | +6.9% | -34.2% | +41.2% | +9.7% |
| 6M | +49.0% | -34.7% | +83.7% | +56.2% |
| YTD | +62.9% | -37.0% | +99.9% | +67.2% |
| 1Y | +134.0% | -40.4% | +174.4% | +145.0% |
| All | +134.0% | -39.9% | +173.9% | +145.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling