-12.5%
APTV vs CNH
+40.2%
-52.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +1.4% |
| 7D | -4.3% | +4.5% | -8.8% | -6.9% |
| 30D | -9.7% | +7.6% | -17.3% | -13.7% |
| 3M | -20.6% | +17.0% | -37.5% | -28.6% |
| 6M | -31.7% | +12.9% | -44.6% | -38.3% |
| YTD | -48.0% | +34.3% | -82.3% | -57.8% |
| 1Y | -52.1% | +28.5% | -80.6% | -60.2% |
| 3Y | -47.9% | +31.9% | -79.7% | -59.0% |
| 5Y | -76.9% | -9.6% | -67.3% | -78.2% |
| 10Y | -26.7% | +106.3% | -133.0% | -56.3% |
| All | -12.5% | +40.2% | -52.7% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling