+179.9%
APTV vs CRS
+993.8%
-813.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.1% | -3.3% |
| 7D | +2.0% | -3.1% | +5.0% | +3.2% |
| 30D | -7.7% | -19.6% | +11.9% | +0.2% |
| 3M | -34.0% | -8.1% | -25.9% | -32.7% |
| 6M | -37.1% | +18.6% | -55.7% | -42.5% |
| YTD | -39.9% | +45.9% | -85.8% | -49.9% |
| 1Y | -44.4% | +82.5% | -126.9% | -58.4% |
| 3Y | -54.5% | +648.9% | -703.4% | -82.5% |
| 5Y | -69.1% | +1,438.1% | -1,507.2% | -91.7% |
| 10Y | -20.0% | +1,327.0% | -1,347.0% | -80.7% |
| All | +179.9% | +993.8% | -813.9% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling