-40.4%
APTV vs CNH
+29.2%
-69.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -1.0% | +1.7% |
| 7D | +4.8% | +23.3% | -18.5% | -2.3% |
| 30D | +2.0% | +33.5% | -31.5% | -7.7% |
| 3M | -34.2% | +32.7% | -67.0% | -40.8% |
| 6M | -34.7% | +22.2% | -56.8% | -40.2% |
| YTD | -37.0% | +57.7% | -94.7% | -49.0% |
| 1Y | -40.4% | +28.0% | -68.4% | -47.6% |
| All | -40.4% | +29.2% | -69.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling