-54.4%
APTV vs CNI
+19.7%
-74.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -5.0% | -0.4% | -4.7% | -4.8% |
| 30D | -6.1% | -2.7% | -3.4% | -4.6% |
| 3M | -33.0% | +3.9% | -36.9% | -35.0% |
| 6M | -35.2% | +16.4% | -51.6% | -41.8% |
| YTD | -40.1% | +25.8% | -66.0% | -49.2% |
| 1Y | -45.6% | +32.4% | -78.0% | -55.6% |
| 3Y | -54.4% | +19.1% | -73.4% | -60.1% |
| All | -54.4% | +19.7% | -74.1% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling