-19.1%
APTV vs CPB
-44.2%
+25.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.7% |
| 7D | -1.2% | -8.0% | +6.8% | -0.7% |
| 30D | -10.6% | -2.4% | -8.2% | -10.6% |
| 3M | -35.0% | +0.5% | -35.5% | -35.2% |
| 6M | -38.9% | -10.5% | -28.4% | -38.5% |
| YTD | -41.5% | -17.5% | -24.0% | -40.7% |
| 1Y | -45.8% | -31.0% | -14.8% | -44.4% |
| 3Y | -55.7% | -40.6% | -15.1% | -54.2% |
| 5Y | -70.1% | -37.7% | -32.4% | -69.3% |
| 10Y | -19.1% | -43.4% | +24.3% | -15.5% |
| All | -19.1% | -44.2% | +25.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling