+64.2%
CNP vs APTV
-45.9%
+110.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.1% |
| 7D | -3.0% | -4.3% | +1.2% | -2.9% |
| 30D | +6.8% | -9.7% | +16.5% | +7.2% |
| 3M | +3.6% | -20.6% | +24.2% | +4.4% |
| 6M | 0.0% | -31.7% | +31.7% | +0.9% |
| YTD | +9.4% | -48.0% | +57.4% | +11.8% |
| 1Y | +6.8% | -52.1% | +58.9% | +9.7% |
| 3Y | +64.2% | -47.9% | +112.0% | +63.0% |
| All | +64.2% | -45.9% | +110.0% | +63.0% |
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