-25.3%
APTV vs CFG
+221.6%
-247.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | -9.7% | +2.8% | -12.4% | -11.1% |
| 3M | -20.6% | -10.1% | -10.5% | -15.3% |
| 6M | -31.7% | +3.2% | -34.9% | -33.5% |
| YTD | -48.0% | +14.2% | -62.2% | -52.6% |
| 1Y | -52.1% | +27.4% | -79.5% | -59.2% |
| 3Y | -47.9% | +187.6% | -235.5% | -74.3% |
| 5Y | -76.9% | +65.7% | -142.6% | -84.3% |
| All | -25.3% | +221.6% | -247.0% | -70.9% |
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