+220.7%
CF vs APD
+27.6%
+193.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.0% |
| 7D | +6.0% | -2.2% | +8.2% | +6.7% |
| 30D | +14.8% | +2.1% | +12.8% | +14.1% |
| 3M | +14.1% | +7.2% | +6.9% | +11.6% |
| 6M | +28.5% | +11.2% | +17.3% | +24.9% |
| YTD | +74.9% | +24.4% | +50.6% | +64.8% |
| 1Y | +61.7% | +6.7% | +55.0% | +58.4% |
| 3Y | +80.3% | +9.2% | +71.1% | +73.6% |
| All | +220.7% | +27.6% | +193.2% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling