-36.7%
APA vs CFG
+347.0%
-383.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +3.3% |
| 7D | -15.5% | -0.9% | -14.6% | -15.2% |
| 30D | +2.4% | +1.1% | +1.3% | +1.2% |
| 3M | +22.8% | -12.0% | +34.8% | +33.3% |
| 6M | +17.9% | -2.2% | +20.2% | +16.8% |
| YTD | +87.7% | +11.4% | +76.3% | +65.4% |
| 1Y | +94.2% | +27.8% | +66.3% | +54.1% |
| 3Y | +27.2% | +173.3% | -146.1% | -44.9% |
| 5Y | +74.1% | +62.4% | +11.7% | +4.8% |
| 10Y | +2.6% | +249.6% | -246.9% | -63.4% |
| All | -36.7% | +347.0% | -383.7% | -81.0% |
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 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