-31.0%
APA vs CDW
+903.1%
-934.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.6% |
| 7D | +0.5% | +3.2% | -2.6% | -1.3% |
| 30D | +23.4% | +9.3% | +14.1% | +16.1% |
| 3M | +12.7% | +9.8% | +2.9% | +4.0% |
| 6M | +39.4% | +23.3% | +16.1% | +16.2% |
| YTD | +79.0% | +13.7% | +65.3% | +55.8% |
| 1Y | +88.8% | -6.5% | +95.3% | +84.4% |
| 3Y | +6.4% | -25.2% | +31.6% | +15.4% |
| 5Y | +153.0% | -19.5% | +172.5% | +154.9% |
| 10Y | +7.5% | +285.8% | -278.3% | -45.0% |
| All | -31.0% | +903.1% | -934.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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