-27.6%
APA vs CDW
+933.5%
-961.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | -15.5% | +2.1% | -17.6% | -17.5% |
| 30D | +2.4% | +14.7% | -12.4% | -6.9% |
| 3M | +22.8% | +11.1% | +11.7% | +11.8% |
| 6M | +17.9% | +45.6% | -27.6% | -11.5% |
| YTD | +87.7% | +17.1% | +70.6% | +56.9% |
| 1Y | +94.2% | +13.2% | +81.0% | +65.4% |
| 3Y | +27.2% | -22.2% | +49.4% | +32.2% |
| 5Y | +74.1% | -10.1% | +84.3% | +59.3% |
| 10Y | +2.6% | +307.0% | -304.3% | -50.0% |
| All | -27.6% | +933.5% | -961.1% | -69.3% |
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