+27.2%
APA vs CF
+57.7%
-30.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.3% |
| 7D | -15.5% | -3.2% | -12.3% | -14.0% |
| 30D | +2.4% | +4.3% | -1.9% | -0.1% |
| 3M | +22.8% | +2.8% | +20.0% | +20.6% |
| 6M | +17.9% | +0.6% | +17.3% | +16.9% |
| YTD | +87.7% | +56.6% | +31.0% | +45.1% |
| 1Y | +94.2% | +49.6% | +44.6% | +53.5% |
| 3Y | +27.2% | +61.5% | -34.3% | -6.9% |
| All | +27.2% | +57.7% | -30.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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