+568.0%
CF vs APD
+185.9%
+382.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | -3.2% | -3.7% | +0.5% | -1.6% |
| 30D | +4.3% | +9.6% | -5.3% | -0.5% |
| 3M | +2.8% | +1.6% | +1.2% | +1.7% |
| 6M | +0.6% | +2.2% | -1.6% | -1.0% |
| YTD | +56.6% | +25.9% | +30.8% | +39.1% |
| 1Y | +49.6% | +20.1% | +29.5% | +35.4% |
| 3Y | +61.5% | +12.4% | +49.1% | +44.6% |
| 5Y | +124.0% | +11.1% | +112.8% | +97.0% |
| All | +568.0% | +185.9% | +382.1% | +180.2% |
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