+61.5%
CF vs APD
+11.7%
+49.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -3.2% | -3.7% | +0.5% | -2.3% |
| 30D | +4.3% | +9.6% | -5.3% | +1.7% |
| 3M | +2.8% | +1.6% | +1.2% | +2.2% |
| 6M | +0.6% | +2.2% | -1.6% | -0.3% |
| YTD | +56.6% | +25.9% | +30.8% | +48.9% |
| 1Y | +49.6% | +20.1% | +29.5% | +43.3% |
| 3Y | +61.5% | +12.4% | +49.1% | +56.6% |
| All | +61.5% | +11.7% | +49.8% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling