+147.4%
APA vs CAI
-11.3%
+158.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.1% | +1.9% |
| 7D | +9.6% | -8.0% | +17.6% | +9.4% |
| 30D | -0.2% | -18.9% | +18.6% | -0.3% |
| 3M | +19.8% | +7.6% | +12.2% | +20.8% |
| 6M | +30.1% | +43.0% | -12.9% | +33.5% |
| YTD | +100.4% | -11.2% | +111.6% | +103.3% |
| 1Y | +105.2% | -3.3% | +108.5% | +108.3% |
| All | +147.4% | -11.3% | +158.7% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling