-51.5%
APTV vs CPB
-22.3%
-29.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -4.3% | +2.9% | -7.2% | -4.3% |
| 30D | -9.7% | +17.6% | -27.3% | -9.0% |
| 3M | -20.6% | +2.0% | -22.6% | -20.7% |
| 6M | -31.7% | +11.6% | -43.3% | -32.2% |
| YTD | -48.0% | -13.8% | -34.2% | -45.3% |
| All | -51.5% | -22.3% | -29.2% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling