+21.8%
APTV vs CDW
+903.1%
-881.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | +4.8% | +3.2% | +1.6% | +2.8% |
| 30D | +2.0% | +9.3% | -7.3% | -4.1% |
| 3M | -34.2% | +9.8% | -44.0% | -39.6% |
| 6M | -34.7% | +23.3% | -58.0% | -46.6% |
| YTD | -37.0% | +13.7% | -50.6% | -46.0% |
| 1Y | -40.4% | -6.5% | -33.9% | -42.5% |
| 3Y | -54.1% | -25.2% | -28.9% | -50.1% |
| 5Y | -68.0% | -19.5% | -48.5% | -67.3% |
| 10Y | -15.5% | +285.8% | -301.3% | -62.5% |
| All | +21.8% | +903.1% | -881.3% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling