+193.5%
APTV vs CPB
+4.1%
+189.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.4% | +3.5% |
| 7D | +4.8% | -8.6% | +13.4% | +5.9% |
| 30D | +2.0% | -7.2% | +9.2% | +2.8% |
| 3M | -34.2% | +0.9% | -35.1% | -34.6% |
| 6M | -34.7% | -11.8% | -22.9% | -33.9% |
| YTD | -37.0% | -19.4% | -17.6% | -35.5% |
| 1Y | -40.4% | -30.4% | -10.0% | -37.8% |
| 3Y | -54.1% | -40.2% | -14.0% | -51.5% |
| 5Y | -68.0% | -39.5% | -28.5% | -66.6% |
| 10Y | -15.5% | -47.4% | +31.9% | -10.0% |
| All | +193.5% | +4.1% | +189.4% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling