+5,294.5%
CF vs APD
+822.1%
+4,472.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +8.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | +2.2% | +10.1% | -7.9% | -5.0% |
| 3M | +2.1% | +4.9% | -2.8% | -1.8% |
| 6M | -6.5% | +2.5% | -9.0% | -9.1% |
| YTD | +55.6% | +27.8% | +27.8% | +28.1% |
| 1Y | +42.3% | +32.9% | +9.4% | +12.1% |
| 3Y | +55.7% | +13.4% | +42.4% | +28.0% |
| 5Y | +122.4% | +12.8% | +109.6% | +74.1% |
| 10Y | +568.5% | +194.6% | +374.0% | +104.0% |
| All | +5,294.5% | +822.1% | +4,472.5% | +502.9% |
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