-28.2%
APTV vs CFG
+214.3%
-242.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -5.0% | +1.6% | -6.6% | -5.9% |
| 30D | -12.3% | +3.3% | -15.6% | -13.9% |
| 3M | -19.9% | -11.5% | -8.4% | -13.8% |
| 6M | -29.4% | +6.2% | -35.6% | -32.5% |
| YTD | -49.0% | +14.3% | -63.3% | -53.5% |
| 1Y | -53.1% | +26.7% | -79.8% | -60.0% |
| 3Y | -48.9% | +187.8% | -236.7% | -74.8% |
| 5Y | -77.2% | +61.3% | -138.5% | -84.2% |
| All | -28.2% | +214.3% | -242.5% | -71.2% |
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