-54.2%
APTV vs CLBK
+52.3%
-106.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.4% |
| 7D | -1.8% | -1.4% | -0.4% | -1.2% |
| 30D | -7.9% | +4.5% | -12.4% | -9.8% |
| 3M | -29.9% | +22.8% | -52.7% | -36.4% |
| 6M | -36.6% | +43.4% | -80.0% | -46.5% |
| YTD | -40.0% | +64.1% | -104.1% | -52.5% |
| 1Y | -44.0% | +67.6% | -111.6% | -56.3% |
| All | -54.2% | +52.3% | -106.6% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling