-40.4%
APTV vs CNI
+29.8%
-70.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +4.8% | -2.1% | +6.9% | +5.6% |
| 30D | +2.0% | -3.3% | +5.3% | +3.3% |
| 3M | -34.2% | +3.8% | -38.0% | -35.7% |
| 6M | -34.7% | +12.7% | -47.3% | -38.8% |
| YTD | -37.0% | +26.3% | -63.3% | -44.3% |
| 1Y | -40.4% | +29.9% | -70.3% | -48.1% |
| All | -40.4% | +29.8% | -70.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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