+208.5%
CFG vs APD
+191.9%
+16.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.2% | +3.8% | -0.6% | +0.9% |
| 30D | +5.1% | +8.2% | -3.1% | +0.3% |
| 3M | -11.2% | +4.3% | -15.5% | -13.6% |
| 6M | +9.6% | +4.7% | +4.9% | +5.7% |
| YTD | +15.0% | +31.5% | -16.6% | -4.6% |
| 1Y | +29.9% | +23.5% | +6.3% | +11.5% |
| 3Y | +192.1% | +29.1% | +163.0% | +133.0% |
| 5Y | +62.3% | +15.9% | +46.4% | +34.8% |
| All | +208.5% | +191.9% | +16.6% | +33.1% |
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