-54.5%
APTV vs CRL
+37.9%
-92.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.9% |
| 7D | +2.0% | -0.6% | +2.5% | +2.1% |
| 30D | -7.7% | +5.0% | -12.7% | -9.0% |
| 3M | -34.0% | +50.6% | -84.6% | -41.7% |
| 6M | -37.1% | +60.9% | -98.0% | -46.2% |
| YTD | -39.9% | +40.7% | -80.6% | -46.6% |
| 1Y | -44.4% | +73.3% | -117.7% | -54.2% |
| 3Y | -54.5% | +40.6% | -95.1% | -60.4% |
| All | -54.5% | +37.9% | -92.4% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling