+8.1%
APA vs CAG
-36.4%
+44.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +0.5% | -3.8% | +4.3% | +1.0% |
| 30D | +23.4% | +3.1% | +20.3% | +22.9% |
| 3M | +12.7% | +23.5% | -10.8% | +9.1% |
| 6M | +39.4% | -14.8% | +54.3% | +43.6% |
| YTD | +79.0% | -5.4% | +84.4% | +80.6% |
| 1Y | +88.8% | -11.8% | +100.6% | +92.5% |
| All | +8.1% | -36.4% | +44.4% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling