-38.9%
APTV vs CNI
+17.6%
-56.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.4% |
| 7D | -1.2% | +0.9% | -2.0% | -1.4% |
| 30D | -10.6% | -2.1% | -8.5% | -9.9% |
| 3M | -35.0% | +1.8% | -36.8% | -36.2% |
| 6M | -38.9% | +14.8% | -53.7% | -44.0% |
| All | -38.9% | +17.6% | -56.5% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling