-18.4%
APTV vs CRS
+1,392.1%
-1,410.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -5.0% | -6.8% | +1.7% | -2.4% |
| 30D | -6.1% | -16.1% | +10.1% | +0.5% |
| 3M | -33.0% | -21.2% | -11.8% | -27.3% |
| 6M | -35.2% | +8.7% | -43.9% | -38.9% |
| YTD | -40.1% | +41.0% | -81.1% | -49.8% |
| 1Y | -45.6% | +82.7% | -128.3% | -59.7% |
| 3Y | -54.4% | +604.8% | -659.1% | -82.9% |
| 5Y | -68.9% | +1,384.7% | -1,453.6% | -92.2% |
| All | -18.4% | +1,392.1% | -1,410.5% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling