-5.4%
APTV vs CFG
+396.4%
-401.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +4.8% | +1.5% | +3.3% | +3.8% |
| 30D | +2.0% | -3.8% | +5.8% | +4.4% |
| 3M | -34.2% | +11.5% | -45.7% | -38.7% |
| 6M | -34.7% | +19.2% | -53.9% | -41.8% |
| YTD | -37.0% | +23.7% | -60.7% | -45.2% |
| 1Y | -40.4% | +38.8% | -79.2% | -51.9% |
| 3Y | -54.1% | +178.9% | -233.0% | -76.8% |
| 5Y | -68.0% | +101.8% | -169.8% | -80.7% |
| 10Y | -15.5% | +317.3% | -332.8% | -70.8% |
| All | -5.4% | +396.4% | -401.8% | -69.5% |
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