+40.0%
CVS vs APTV
-16.1%
+56.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -2.2% | -5.0% | +2.9% | -1.4% |
| 30D | -0.1% | -6.1% | +6.0% | +0.8% |
| 3M | -5.2% | -33.0% | +27.8% | +0.4% |
| 6M | +26.9% | -35.2% | +62.1% | +34.2% |
| YTD | +22.1% | -40.1% | +62.2% | +30.4% |
| 1Y | +30.8% | -45.6% | +76.4% | +41.8% |
| 3Y | +54.4% | -54.4% | +108.7% | +69.2% |
| 5Y | +33.4% | -68.9% | +102.3% | +52.5% |
| All | +40.0% | -16.1% | +56.1% | +37.5% |
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