-20.0%
APTV vs CFG
+313.6%
-333.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -3.9% |
| 7D | +2.0% | +2.7% | -0.7% | +0.4% |
| 30D | -7.7% | -3.7% | -4.0% | -5.6% |
| 3M | -34.0% | +9.5% | -43.5% | -37.8% |
| 6M | -37.1% | +22.2% | -59.3% | -44.8% |
| YTD | -39.9% | +22.3% | -62.2% | -47.4% |
| 1Y | -44.4% | +39.4% | -83.9% | -55.3% |
| 3Y | -54.5% | +188.5% | -243.0% | -77.6% |
| 5Y | -69.1% | +101.5% | -170.7% | -81.3% |
| 10Y | -20.0% | +308.6% | -328.6% | -68.1% |
| All | -20.0% | +313.6% | -333.6% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling