-69.3%
APTV vs CPB
-38.4%
-30.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -4.8% |
| 7D | +2.0% | -8.2% | +10.2% | +2.6% |
| 30D | -7.7% | -5.6% | -2.1% | -7.4% |
| 3M | -34.0% | +3.0% | -37.0% | -34.4% |
| 6M | -37.1% | -12.7% | -24.4% | -36.2% |
| YTD | -39.9% | -18.0% | -21.9% | -38.6% |
| 1Y | -44.4% | -31.7% | -12.7% | -41.9% |
| 3Y | -54.5% | -41.0% | -13.5% | -52.1% |
| All | -69.3% | -38.4% | -30.9% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling