+219.7%
CFG vs APD
+187.0%
+32.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.9% |
| 30D | +2.8% | +11.0% | -8.2% | -3.5% |
| 3M | -10.1% | +1.3% | -11.4% | -11.0% |
| 6M | +3.2% | +6.4% | -3.2% | -1.6% |
| YTD | +14.2% | +28.9% | -14.7% | -4.1% |
| 1Y | +27.4% | +23.2% | +4.2% | +9.5% |
| 3Y | +187.6% | +26.3% | +161.3% | +132.5% |
| 5Y | +65.7% | +12.0% | +53.7% | +40.8% |
| 10Y | +219.7% | +183.2% | +36.5% | +43.0% |
| All | +219.7% | +187.0% | +32.7% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling