-0.1%
APA vs CAG
-38.9%
+38.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | -5.5% | +6.6% | -12.2% | -6.5% |
| 30D | -1.2% | +13.9% | -15.1% | -3.2% |
| 3M | +10.6% | +4.0% | +6.5% | +9.7% |
| 6M | +28.4% | +10.0% | +18.4% | +26.0% |
| YTD | +89.7% | -6.1% | +95.9% | +90.4% |
| 1Y | +90.6% | -4.3% | +94.9% | +90.7% |
| 3Y | +36.9% | -34.6% | +71.5% | +44.0% |
| 5Y | +83.2% | -39.4% | +122.7% | +94.5% |
| 10Y | -0.1% | -34.2% | +34.1% | +16.2% |
| All | -0.1% | -38.9% | +38.7% | +16.2% |
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