+27.2%
APA vs CFG
+168.6%
-141.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +3.1% |
| 7D | -15.5% | -0.9% | -14.6% | -15.3% |
| 30D | +2.4% | +1.1% | +1.3% | +1.6% |
| 3M | +22.8% | -12.0% | +34.8% | +29.6% |
| 6M | +17.9% | -2.2% | +20.2% | +16.9% |
| YTD | +87.7% | +11.4% | +76.3% | +69.8% |
| 1Y | +94.2% | +27.8% | +66.3% | +60.7% |
| 3Y | +27.2% | +173.3% | -146.1% | -28.3% |
| All | +27.2% | +168.6% | -141.4% | -28.3% |
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