+6.0%
APTV vs CNH
+64.7%
-58.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -1.0% | +0.9% |
| 7D | +4.8% | +23.3% | -18.5% | -6.5% |
| 30D | +2.0% | +33.5% | -31.5% | -13.3% |
| 3M | -34.2% | +32.7% | -67.0% | -44.5% |
| 6M | -34.7% | +22.2% | -56.8% | -42.9% |
| YTD | -37.0% | +57.7% | -94.7% | -52.3% |
| 1Y | -40.4% | +28.0% | -68.4% | -49.7% |
| 3Y | -54.1% | +11.5% | -65.6% | -59.9% |
| 5Y | -68.0% | +11.9% | -79.9% | -72.8% |
| 10Y | -15.5% | +162.8% | -178.3% | -54.5% |
| All | +6.0% | +64.7% | -58.7% | -40.1% |
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