+137.5%
APTV vs CBRE
+745.3%
-607.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.6% |
| 7D | -5.0% | -2.8% | -2.2% | -3.4% |
| 30D | -12.3% | +2.2% | -14.5% | -13.6% |
| 3M | -19.9% | -10.1% | -9.9% | -15.4% |
| 6M | -29.4% | -8.0% | -21.4% | -27.4% |
| YTD | -49.0% | -17.6% | -31.4% | -44.8% |
| 1Y | -53.1% | -14.7% | -38.4% | -50.3% |
| 3Y | -48.9% | +80.4% | -129.2% | -66.7% |
| 5Y | -77.2% | +25.9% | -103.1% | -81.7% |
| 10Y | -26.8% | +379.5% | -406.3% | -71.7% |
| All | +137.5% | +745.3% | -607.8% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling