-22.2%
APTV vs CFG
+347.0%
-369.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -2.9% |
| 7D | -10.2% | -0.9% | -9.3% | -9.6% |
| 30D | -10.8% | +1.1% | -11.9% | -11.3% |
| 3M | -14.8% | -12.0% | -2.8% | -8.1% |
| 6M | -30.6% | -2.2% | -28.3% | -30.1% |
| YTD | -48.2% | +11.4% | -59.6% | -52.0% |
| 1Y | -52.0% | +27.8% | -79.8% | -59.1% |
| 3Y | -47.0% | +173.3% | -220.3% | -72.7% |
| 5Y | -77.5% | +62.4% | -139.9% | -84.4% |
| 10Y | -27.0% | +249.6% | -276.5% | -71.9% |
| All | -22.2% | +347.0% | -369.2% | -73.3% |
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