-52.2%
APTV vs CFG
+28.3%
-80.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -1.7% | +3.2% | -4.9% | -3.4% |
| 30D | -11.6% | +5.1% | -16.7% | -13.7% |
| 3M | -21.2% | -11.2% | -10.0% | -16.2% |
| 6M | -28.5% | +9.6% | -38.1% | -33.3% |
| YTD | -49.1% | +15.0% | -64.0% | -54.3% |
| 1Y | -52.2% | +29.9% | -82.1% | -61.0% |
| All | -52.2% | +28.3% | -80.5% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling