-4.9%
APA vs CFG
+313.6%
-318.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.6% |
| 7D | -1.7% | +2.7% | -4.4% | -3.6% |
| 30D | +15.7% | -3.7% | +19.4% | +18.4% |
| 3M | +16.5% | +9.5% | +7.0% | +7.4% |
| 6M | +35.1% | +22.2% | +12.9% | +12.9% |
| YTD | +82.2% | +22.3% | +59.9% | +50.7% |
| 1Y | +102.5% | +39.4% | +63.0% | +50.4% |
| 3Y | +10.3% | +188.5% | -178.2% | -55.0% |
| 5Y | +166.1% | +101.5% | +64.6% | +35.0% |
| 10Y | -4.9% | +308.6% | -313.5% | -66.4% |
| All | -4.9% | +313.6% | -318.5% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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