-45.8%
APTV vs CNH
+22.6%
-68.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.4% |
| 7D | -1.2% | +1.8% | -3.0% | -1.7% |
| 30D | -10.6% | +32.6% | -43.3% | -19.0% |
| 3M | -35.0% | +29.4% | -64.4% | -41.1% |
| 6M | -38.9% | +26.0% | -64.9% | -44.7% |
| YTD | -41.5% | +52.2% | -93.7% | -52.1% |
| 1Y | -45.8% | +23.9% | -69.7% | -52.0% |
| All | -45.8% | +22.6% | -68.4% | -52.0% |
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