+577.4%
CF vs APD
+164.4%
+413.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.8% |
| 7D | +6.0% | -2.2% | +8.2% | +7.2% |
| 30D | +14.8% | +2.1% | +12.8% | +13.6% |
| 3M | +14.1% | +7.2% | +6.9% | +9.8% |
| 6M | +28.5% | +11.2% | +17.3% | +21.9% |
| YTD | +74.9% | +24.4% | +50.6% | +56.5% |
| 1Y | +61.7% | +6.7% | +55.0% | +54.8% |
| 3Y | +80.3% | +9.2% | +71.1% | +64.2% |
| 5Y | +226.0% | +27.4% | +198.6% | +159.8% |
| All | +577.4% | +164.4% | +413.1% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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