-34.7%
APTV vs CBRE
+3.3%
-37.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +4.8% | -2.0% | +6.8% | +5.0% |
| 30D | +2.0% | -2.2% | +4.2% | +2.2% |
| 3M | -34.2% | +12.9% | -47.1% | -35.4% |
| 6M | -34.7% | +4.3% | -39.0% | -34.8% |
| All | -34.7% | +3.3% | -37.9% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling