-69.1%
APTV vs CDW
-22.8%
-46.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -2.1% |
| 7D | +2.0% | -3.9% | +5.8% | +3.9% |
| 30D | -7.7% | +6.9% | -14.6% | -11.2% |
| 3M | -34.0% | +7.7% | -41.7% | -38.1% |
| 6M | -37.1% | +18.3% | -55.4% | -46.6% |
| YTD | -39.9% | +7.8% | -47.7% | -46.1% |
| 1Y | -44.4% | -12.2% | -32.3% | -43.2% |
| 3Y | -54.5% | -28.9% | -25.5% | -48.6% |
| 5Y | -69.1% | -22.8% | -46.3% | -69.5% |
| All | -69.1% | -22.8% | -46.3% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling