-12.8%
APTV vs CNH
+32.2%
-45.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -4.9% |
| 7D | -10.2% | -1.7% | -8.5% | -9.4% |
| 30D | -10.8% | -7.2% | -3.6% | -7.7% |
| 3M | -14.8% | +6.5% | -21.4% | -19.3% |
| 6M | -30.6% | +7.9% | -38.4% | -35.5% |
| YTD | -48.2% | +26.6% | -74.8% | -56.4% |
| 1Y | -52.0% | +13.8% | -65.7% | -57.4% |
| 3Y | -47.0% | +9.2% | -56.2% | -53.9% |
| 5Y | -77.5% | -15.6% | -61.9% | -77.9% |
| 10Y | -27.0% | +119.2% | -146.2% | -56.8% |
| All | -12.8% | +32.2% | -45.0% | -45.2% |
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