+8.3%
CNP vs APTV
-39.9%
+48.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -0.7% |
| 7D | +1.1% | +4.8% | -3.7% | +1.2% |
| 30D | -1.8% | +2.0% | -3.8% | -1.8% |
| 3M | -4.6% | -34.2% | +29.6% | -5.3% |
| 6M | -8.8% | -34.7% | +25.8% | -9.4% |
| YTD | +5.2% | -37.0% | +42.2% | +4.3% |
| 1Y | +8.3% | -40.4% | +48.7% | +8.3% |
| All | +8.3% | -39.9% | +48.2% | +8.3% |
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