+95.2%
CNC vs APTV
-16.1%
+111.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.9% | -5.0% | +4.1% | +0.2% |
| 30D | -1.0% | -6.1% | +5.1% | +0.3% |
| 3M | +4.5% | -33.0% | +37.5% | +13.4% |
| 6M | +85.2% | -35.2% | +120.5% | +100.2% |
| YTD | +61.4% | -40.1% | +101.6% | +77.1% |
| 1Y | +94.9% | -45.6% | +140.5% | +118.8% |
| 3Y | 0.0% | -54.4% | +54.4% | +13.9% |
| 5Y | +11.2% | -68.9% | +80.1% | +35.0% |
| All | +95.2% | -16.1% | +111.3% | +53.2% |
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