+37.3%
APA vs CAG
-34.3%
+71.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -8.7% | +4.6% | -13.3% | -9.2% |
| 30D | -2.4% | +14.7% | -17.1% | -4.1% |
| 3M | +19.0% | +2.4% | +16.6% | +18.6% |
| 6M | +26.8% | +10.7% | +16.1% | +24.9% |
| YTD | +87.3% | -5.5% | +92.9% | +88.9% |
| 1Y | +92.3% | -4.6% | +96.9% | +93.5% |
| 3Y | +37.3% | -34.4% | +71.7% | +42.9% |
| All | +37.3% | -34.3% | +71.5% | +42.9% |
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