+62.0%
CFG vs APD
+11.0%
+51.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -0.9% | -3.7% | +2.8% | +0.6% |
| 30D | +1.1% | +9.6% | -8.5% | -2.5% |
| 3M | -12.0% | +1.6% | -13.6% | -12.7% |
| 6M | -2.2% | +2.2% | -4.4% | -3.5% |
| YTD | +11.4% | +25.9% | -14.5% | +0.2% |
| 1Y | +27.8% | +20.1% | +7.7% | +16.9% |
| 3Y | +173.3% | +12.4% | +160.9% | +153.0% |
| All | +62.0% | +11.0% | +51.1% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling