-22.0%
APTV vs CFG
+358.2%
-380.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.4% |
| 6M | -31.7% | +3.2% | -34.9% | -33.5% |
| YTD | -48.0% | +14.2% | -62.2% | -52.5% |
| 1Y | -52.1% | +27.4% | -79.5% | -59.1% |
| 3Y | -47.9% | +187.6% | -235.5% | -74.0% |
| 5Y | -76.9% | +65.7% | -142.6% | -84.2% |
| 10Y | -26.7% | +219.7% | -246.4% | -70.4% |
| All | -22.0% | +358.2% | -380.2% | -73.6% |
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