+33.7%
CFG vs APD
+36.4%
-2.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | +1.8% | +3.8% | -2.0% | +1.3% |
| 30D | +3.3% | +14.1% | -10.8% | +1.7% |
| 3M | -9.8% | +8.2% | -18.0% | -10.7% |
| 6M | +5.2% | +7.5% | -2.4% | +4.3% |
| YTD | +16.1% | +31.7% | -15.6% | +12.7% |
| 1Y | +33.7% | +35.1% | -1.4% | +29.0% |
| All | +33.7% | +36.4% | -2.7% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling