-28.3%
APTV vs CNH
+106.0%
-134.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -1.7% | +3.0% | -4.8% | -3.9% |
| 30D | -11.6% | -0.6% | -11.0% | -12.0% |
| 3M | -21.2% | +14.6% | -35.8% | -29.1% |
| 6M | -28.5% | +11.8% | -40.3% | -35.8% |
| YTD | -49.1% | +30.4% | -79.5% | -59.0% |
| 1Y | -52.2% | +19.1% | -71.2% | -59.4% |
| 3Y | -48.6% | +30.2% | -78.8% | -60.8% |
| 5Y | -77.3% | -17.8% | -59.5% | -77.6% |
| All | -28.3% | +106.0% | -134.3% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling