-70.1%
APTV vs CBRE
+42.7%
-112.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.1% |
| 30D | -10.6% | -3.0% | -7.7% | -9.2% |
| 3M | -35.0% | +2.6% | -37.6% | -36.7% |
| 6M | -38.9% | +2.0% | -40.9% | -40.8% |
| YTD | -41.5% | -13.1% | -28.4% | -38.1% |
| 1Y | -45.8% | -13.8% | -32.0% | -42.6% |
| 3Y | -55.7% | +63.9% | -119.6% | -72.2% |
| 5Y | -70.1% | +42.3% | -112.4% | -79.7% |
| All | -70.1% | +42.7% | -112.8% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling