-45.8%
APTV vs CRL
+66.2%
-112.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -1.2% | -4.6% | +3.4% | -0.4% |
| 30D | -10.6% | +0.5% | -11.1% | -10.7% |
| 3M | -35.0% | +46.6% | -81.6% | -39.5% |
| 6M | -38.9% | +57.3% | -96.2% | -44.6% |
| YTD | -41.5% | +39.5% | -81.0% | -45.1% |
| 1Y | -45.8% | +76.9% | -122.7% | -52.5% |
| All | -45.8% | +66.2% | -112.0% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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