-39.6%
APA vs CFG
+396.4%
-436.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +0.5% | +1.5% | -1.0% | -0.6% |
| 30D | +23.4% | -3.8% | +27.2% | +26.3% |
| 3M | +12.7% | +11.5% | +1.2% | +2.7% |
| 6M | +39.4% | +19.2% | +20.2% | +18.9% |
| YTD | +79.0% | +23.7% | +55.2% | +47.2% |
| 1Y | +88.8% | +38.8% | +50.0% | +41.4% |
| 3Y | +6.4% | +178.9% | -172.5% | -54.8% |
| 5Y | +153.0% | +101.8% | +51.2% | +30.0% |
| 10Y | +7.5% | +317.3% | -309.7% | -65.8% |
| All | -39.6% | +396.4% | -436.0% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling