+605.5%
CNC vs APTV
+173.4%
+432.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.1% |
| 7D | -4.9% | -1.2% | -3.7% | -4.6% |
| 30D | -3.8% | -10.6% | +6.9% | -1.2% |
| 3M | -3.2% | -35.0% | +31.8% | +6.8% |
| 6M | +47.9% | -38.9% | +86.8% | +63.9% |
| YTD | +55.7% | -41.5% | +97.2% | +73.7% |
| 1Y | +106.2% | -45.8% | +152.1% | +134.9% |
| 3Y | -2.1% | -55.7% | +53.6% | +13.8% |
| 5Y | +3.4% | -70.1% | +73.5% | +28.9% |
| 10Y | +91.7% | -19.1% | +110.7% | +48.2% |
| All | +605.5% | +173.4% | +432.1% | +219.2% |
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 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