+237.0%
CFG vs APD
+192.6%
+44.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.7% |
| 7D | +0.3% | -1.6% | +1.8% | +1.2% |
| 30D | +3.2% | +10.6% | -7.4% | -2.8% |
| 3M | -9.7% | +2.5% | -12.2% | -11.3% |
| 6M | +3.6% | +6.0% | -2.3% | -0.9% |
| YTD | +14.7% | +28.4% | -13.8% | -3.5% |
| 1Y | +29.6% | +22.2% | +7.4% | +11.9% |
| 3Y | +190.6% | +26.6% | +164.0% | +134.4% |
| 5Y | +67.1% | +11.8% | +55.3% | +42.1% |
| 10Y | +237.0% | +187.8% | +49.2% | +44.7% |
| All | +237.0% | +192.6% | +44.5% | +44.7% |
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