-54.4%
APTV vs CRBG
+122.1%
-176.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.9% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | -6.1% | +2.6% | -8.7% | -7.1% |
| 3M | -33.0% | +24.0% | -57.0% | -38.8% |
| 6M | -35.2% | +50.5% | -85.8% | -45.8% |
| YTD | -40.1% | +17.1% | -57.3% | -44.5% |
| 1Y | -45.6% | +5.9% | -51.5% | -47.7% |
| 3Y | -54.4% | +122.7% | -177.1% | -67.2% |
| All | -54.4% | +122.1% | -176.5% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 3y: compounded portfolio wealth divided by compounded CRBG 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…
3y analysis · Full analysis span regression · 6 months rolling