+131.6%
APA vs CAI
-11.0%
+142.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.1% | +2.8% |
| 7D | +0.3% | -3.1% | +3.4% | +0.2% |
| 30D | +9.3% | +2.7% | +6.6% | +9.4% |
| 3M | +23.3% | +41.7% | -18.3% | +25.4% |
| 6M | +39.5% | +26.5% | +13.0% | +41.8% |
| YTD | +87.6% | -10.9% | +98.5% | +89.1% |
| 1Y | +114.2% | -29.2% | +143.5% | +117.4% |
| All | +131.6% | -11.0% | +142.6% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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