-28.3%
APTV vs CDW
+312.7%
-341.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -1.7% | +9.3% | -11.1% | -6.9% |
| 30D | -11.6% | +14.4% | -25.9% | -19.1% |
| 3M | -21.2% | +21.4% | -42.6% | -31.4% |
| 6M | -28.5% | +72.8% | -101.3% | -52.2% |
| YTD | -49.1% | +28.0% | -77.1% | -60.4% |
| 1Y | -52.2% | +19.3% | -71.5% | -60.9% |
| 3Y | -48.6% | -15.3% | -33.3% | -48.5% |
| 5Y | -77.3% | -3.8% | -73.5% | -79.6% |
| All | -28.3% | +312.7% | -341.0% | -73.1% |
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