+238.9%
CRM vs APTV
-16.1%
+255.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -4.4% | -5.0% | +0.6% | -3.0% |
| 30D | +28.1% | -6.1% | +34.2% | +30.3% |
| 3M | +48.8% | -33.0% | +81.8% | +66.1% |
| 6M | +28.3% | -35.2% | +63.5% | +42.7% |
| YTD | -6.0% | -40.1% | +34.1% | +6.7% |
| 1Y | +1.4% | -45.6% | +47.0% | +18.5% |
| 3Y | +11.8% | -54.4% | +66.2% | +33.1% |
| 5Y | -2.0% | -68.9% | +66.9% | +28.4% |
| All | +238.9% | -16.1% | +255.0% | +222.6% |
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