+172.4%
APTV vs CNI
+312.7%
-140.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.1% |
| 7D | -1.2% | +0.9% | -2.0% | -1.8% |
| 30D | -10.6% | -2.1% | -8.5% | -9.2% |
| 3M | -35.0% | +1.8% | -36.8% | -36.3% |
| 6M | -38.9% | +14.8% | -53.7% | -45.6% |
| YTD | -41.5% | +25.4% | -66.9% | -51.6% |
| 1Y | -45.8% | +32.9% | -78.7% | -57.3% |
| 3Y | -55.7% | +20.2% | -75.9% | -62.7% |
| 5Y | -70.1% | +12.2% | -82.3% | -73.5% |
| 10Y | -19.1% | +136.0% | -155.1% | -57.7% |
| All | +172.4% | +312.7% | -140.3% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling