+53.1%
CNP vs APTV
-54.7%
+107.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.8% | +1.3% |
| 7D | +1.6% | +2.0% | -0.3% | +1.6% |
| 30D | -0.8% | -7.7% | +6.9% | -0.5% |
| 3M | -3.6% | -34.0% | +30.4% | -1.9% |
| 6M | -6.9% | -37.1% | +30.2% | -5.2% |
| YTD | +6.4% | -39.9% | +46.3% | +8.5% |
| 1Y | +9.9% | -44.4% | +54.4% | +12.7% |
| 3Y | +53.1% | -54.5% | +107.6% | +60.0% |
| All | +53.1% | -54.7% | +107.8% | +60.0% |
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