+193.5%
APTV vs CRL
+894.5%
-701.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.7% | +3.8% |
| 7D | +4.8% | -1.0% | +5.8% | +5.2% |
| 30D | +2.0% | +10.7% | -8.7% | -2.6% |
| 3M | -34.2% | +55.3% | -89.5% | -46.7% |
| 6M | -34.7% | +60.7% | -95.3% | -48.9% |
| YTD | -37.0% | +44.6% | -81.6% | -48.7% |
| 1Y | -40.4% | +77.7% | -118.1% | -56.5% |
| 3Y | -54.1% | +37.6% | -91.7% | -65.0% |
| 5Y | -68.0% | -35.8% | -32.2% | -65.4% |
| 10Y | -15.5% | +241.7% | -257.3% | -61.2% |
| All | +193.5% | +894.5% | -701.0% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling