+362.4%
CFG vs APD
+225.8%
+136.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.5% | -2.2% | +3.7% | +2.9% |
| 30D | -3.8% | +2.1% | -5.9% | -5.1% |
| 3M | +11.5% | +7.2% | +4.3% | +6.3% |
| 6M | +19.2% | +11.2% | +7.9% | +10.5% |
| YTD | +23.7% | +24.4% | -0.7% | +6.6% |
| 1Y | +38.8% | +6.7% | +32.2% | +30.4% |
| 3Y | +178.9% | +9.2% | +169.7% | +148.1% |
| 5Y | +101.8% | +27.4% | +74.4% | +55.4% |
| 10Y | +317.3% | +164.8% | +152.4% | +99.7% |
| All | +362.4% | +225.8% | +136.5% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling