-3.6%
CNC vs APTV
-56.4%
+52.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | -4.9% | -1.2% | -3.7% | -4.8% |
| 30D | -3.8% | -10.6% | +6.9% | -2.9% |
| 3M | -3.2% | -35.0% | +31.8% | +0.2% |
| 6M | +47.9% | -38.9% | +86.8% | +54.0% |
| YTD | +55.7% | -41.5% | +97.2% | +62.6% |
| 1Y | +106.2% | -45.8% | +152.1% | +117.3% |
| All | -3.6% | -56.4% | +52.9% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling