+132.5%
CNP vs APTV
-15.8%
+148.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.2% |
| 7D | -2.2% | -1.8% | -0.3% | -1.9% |
| 30D | -2.1% | -7.9% | +5.9% | -0.6% |
| 3M | -7.9% | -29.9% | +22.0% | -1.8% |
| 6M | -8.3% | -36.6% | +28.3% | -1.0% |
| YTD | +3.8% | -40.0% | +43.7% | +12.9% |
| 1Y | +5.9% | -44.0% | +49.9% | +16.7% |
| 3Y | +49.3% | -54.5% | +103.8% | +67.9% |
| 5Y | +69.3% | -68.8% | +138.1% | +102.4% |
| All | +132.5% | -15.8% | +148.4% | +98.3% |
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 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