-26.7%
APTV vs CDW
+329.6%
-356.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -2.5% |
| 7D | -4.3% | +13.1% | -17.4% | -11.4% |
| 30D | -9.7% | +19.1% | -28.8% | -19.3% |
| 3M | -20.6% | +24.7% | -45.3% | -31.9% |
| 6M | -31.7% | +63.4% | -95.1% | -52.6% |
| YTD | -48.0% | +26.3% | -74.3% | -59.1% |
| 1Y | -52.1% | +20.6% | -72.7% | -61.1% |
| 3Y | -47.9% | -16.3% | -31.6% | -47.4% |
| 5Y | -76.9% | -3.9% | -73.0% | -79.3% |
| 10Y | -26.7% | +331.5% | -358.2% | -71.2% |
| All | -26.7% | +329.6% | -356.3% | -71.2% |
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