+88.2%
APA vs CFG
+29.0%
+59.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | +0.4% |
| 7D | -8.7% | +0.3% | -9.0% | -8.6% |
| 30D | -2.4% | +3.2% | -5.6% | -1.8% |
| 3M | +19.0% | -9.7% | +28.7% | +16.9% |
| 6M | +26.8% | +3.6% | +23.2% | +27.3% |
| YTD | +87.3% | +14.7% | +72.7% | +86.2% |
| All | +88.2% | +29.0% | +59.2% | +83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling