+45.7%
APA vs CFG
+189.7%
-144.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | +9.6% | +1.6% | +8.0% | +8.8% |
| 30D | -0.2% | +3.3% | -3.5% | -2.0% |
| 3M | +19.8% | -11.5% | +31.4% | +26.2% |
| 6M | +30.1% | +6.2% | +23.8% | +23.6% |
| YTD | +100.4% | +14.3% | +86.2% | +79.3% |
| 1Y | +105.2% | +26.7% | +78.5% | +71.6% |
| All | +45.7% | +189.7% | -144.0% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling