-2.6%
APA vs CAG
-35.6%
+33.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.1% |
| 7D | +0.3% | -6.6% | +6.9% | +1.3% |
| 30D | +9.3% | +2.3% | +7.0% | +8.9% |
| 3M | +23.3% | +16.3% | +7.0% | +20.3% |
| 6M | +39.5% | -16.0% | +55.5% | +42.8% |
| YTD | +87.6% | -7.7% | +95.3% | +89.1% |
| 1Y | +114.2% | -16.0% | +130.3% | +118.8% |
| 3Y | +13.6% | -37.7% | +51.3% | +20.4% |
| 5Y | +175.6% | -41.2% | +216.8% | +194.2% |
| 10Y | -2.6% | -33.8% | +31.2% | -2.4% |
| All | -2.6% | -35.6% | +33.0% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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