-45.6%
APTV vs CRS
+79.6%
-125.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -5.0% | -6.8% | +1.7% | -4.0% |
| 30D | -6.1% | -16.1% | +10.1% | -3.7% |
| 3M | -33.0% | -21.2% | -11.8% | -30.9% |
| 6M | -35.2% | +8.7% | -43.9% | -37.0% |
| YTD | -40.1% | +41.0% | -81.1% | -43.6% |
| 1Y | -45.6% | +82.7% | -128.3% | -50.1% |
| All | -45.6% | +79.6% | -125.2% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling