-54.2%
APTV vs CRS
+620.4%
-674.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.1% |
| 7D | -1.8% | -4.1% | +2.3% | -1.0% |
| 30D | -7.9% | -16.6% | +8.7% | -4.6% |
| 3M | -29.9% | -14.3% | -15.7% | -28.2% |
| 6M | -36.6% | +11.6% | -48.2% | -38.8% |
| YTD | -40.0% | +42.6% | -82.5% | -45.1% |
| 1Y | -44.0% | +81.8% | -125.8% | -51.7% |
| All | -54.2% | +620.4% | -674.6% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling