-19.1%
APTV vs CDW
+262.5%
-281.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.8% |
| 7D | -1.2% | -4.2% | +3.1% | +1.5% |
| 30D | -10.6% | +4.9% | -15.5% | -13.8% |
| 3M | -35.0% | +7.3% | -42.3% | -39.8% |
| 6M | -38.9% | +19.2% | -58.1% | -49.7% |
| YTD | -41.5% | +6.2% | -47.7% | -48.2% |
| 1Y | -45.8% | -14.0% | -31.8% | -44.9% |
| 3Y | -55.7% | -30.0% | -25.7% | -49.7% |
| 5Y | -70.1% | -23.6% | -46.5% | -68.7% |
| 10Y | -19.1% | +269.4% | -288.5% | -64.7% |
| All | -19.1% | +262.5% | -281.6% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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