+190.6%
CFG vs APD
+27.3%
+163.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.3% |
| 7D | +0.3% | -1.6% | +1.8% | +0.8% |
| 30D | +3.2% | +10.6% | -7.4% | +0.1% |
| 3M | -9.7% | +2.5% | -12.2% | -10.4% |
| 6M | +3.6% | +6.0% | -2.3% | +1.5% |
| YTD | +14.7% | +28.4% | -13.8% | +4.7% |
| 1Y | +29.6% | +22.2% | +7.4% | +20.1% |
| 3Y | +190.6% | +26.6% | +164.0% | +175.4% |
| All | +190.6% | +27.3% | +163.3% | +175.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling