+193.5%
APTV vs CBRE
+842.9%
-649.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | +4.8% | -2.0% | +6.8% | +6.0% |
| 30D | +2.0% | -2.2% | +4.2% | +3.0% |
| 3M | -34.2% | +12.9% | -47.1% | -39.4% |
| 6M | -34.7% | +4.3% | -39.0% | -37.4% |
| YTD | -37.0% | -8.0% | -28.9% | -35.7% |
| 1Y | -40.4% | -8.6% | -31.8% | -39.2% |
| 3Y | -54.1% | +71.9% | -126.0% | -69.1% |
| 5Y | -68.0% | +50.0% | -118.0% | -76.7% |
| 10Y | -15.5% | +390.1% | -405.6% | -68.0% |
| All | +193.5% | +842.9% | -649.5% | -15.2% |
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