-46.3%
APTV vs CLBK
+66.9%
-113.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | +2.0% | +1.1% | +0.8% | +1.4% |
| 30D | -7.7% | +7.8% | -15.5% | -11.7% |
| 3M | -34.0% | +23.9% | -57.9% | -41.8% |
| 6M | -37.1% | +42.3% | -79.4% | -48.8% |
| YTD | -39.9% | +65.4% | -105.3% | -55.2% |
| 1Y | -44.4% | +70.3% | -114.8% | -59.5% |
| 3Y | -54.5% | +54.5% | -108.9% | -66.4% |
| 5Y | -69.1% | +43.1% | -112.2% | -78.6% |
| All | -46.3% | +66.9% | -113.2% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling