-18.4%
APTV vs CBRE
+407.4%
-425.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -1.5% |
| 7D | -5.0% | -5.0% | -0.1% | -1.9% |
| 30D | -6.1% | -4.7% | -1.4% | -3.4% |
| 3M | -33.0% | +6.5% | -39.5% | -36.4% |
| 6M | -35.2% | +6.1% | -41.3% | -38.9% |
| YTD | -40.1% | -12.6% | -27.5% | -36.9% |
| 1Y | -45.6% | -15.3% | -30.3% | -41.7% |
| 3Y | -54.4% | +64.6% | -119.0% | -70.1% |
| 5Y | -68.9% | +45.0% | -113.9% | -77.9% |
| All | -18.4% | +407.4% | -425.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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