-28.3%
APTV vs CPB
-38.9%
+10.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.3% |
| 7D | -1.7% | -1.6% | -0.2% | -1.7% |
| 30D | -11.6% | +19.2% | -30.8% | -12.5% |
| 3M | -21.2% | -0.9% | -20.2% | -21.2% |
| 6M | -28.5% | +15.2% | -43.8% | -29.4% |
| YTD | -49.1% | -13.1% | -36.0% | -48.6% |
| 1Y | -52.2% | -22.4% | -29.8% | -51.3% |
| 3Y | -48.6% | -35.3% | -13.3% | -47.3% |
| 5Y | -77.3% | -33.0% | -44.3% | -76.8% |
| All | -28.3% | -38.9% | +10.5% | -23.4% |
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