+254.2%
CNP vs APTV
+142.1%
+112.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.1% | -8.9% | +8.8% | +1.7% |
| 30D | +5.0% | -9.5% | +14.6% | +7.0% |
| 3M | +2.7% | -20.6% | +23.2% | +7.1% |
| 6M | -1.9% | -28.9% | +27.0% | +3.4% |
| YTD | +8.8% | -48.2% | +57.0% | +21.6% |
| 1Y | +5.6% | -51.7% | +57.4% | +19.7% |
| 3Y | +63.2% | -48.1% | +111.3% | +76.0% |
| 5Y | +73.8% | -76.7% | +150.4% | +121.0% |
| 10Y | +144.0% | -25.6% | +169.6% | +109.4% |
| All | +254.2% | +142.1% | +112.1% | +137.1% |
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