+5,967.0%
CF vs APD
+797.6%
+5,169.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.5% |
| 7D | +6.0% | -2.2% | +8.2% | +7.7% |
| 30D | +14.8% | +2.1% | +12.8% | +13.0% |
| 3M | +14.1% | +7.2% | +6.9% | +7.5% |
| 6M | +28.5% | +11.2% | +17.3% | +18.5% |
| YTD | +74.9% | +24.4% | +50.6% | +47.4% |
| 1Y | +61.7% | +6.7% | +55.0% | +50.0% |
| 3Y | +80.3% | +9.2% | +71.1% | +52.6% |
| 5Y | +226.0% | +27.4% | +198.6% | +129.1% |
| 10Y | +569.9% | +164.8% | +405.0% | +125.0% |
| All | +5,967.0% | +797.6% | +5,169.4% | +593.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling