-33.3%
APA vs CG
+281.3%
-314.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | -15.5% | -1.2% | -14.3% | -15.4% |
| 30D | +2.4% | +5.0% | -2.6% | -1.1% |
| 3M | +22.8% | -18.2% | +41.0% | +34.5% |
| 6M | +17.9% | -20.7% | +38.7% | +28.9% |
| YTD | +87.7% | -31.4% | +119.1% | +116.0% |
| 1Y | +94.2% | -22.3% | +116.4% | +106.9% |
| 3Y | +27.2% | +50.2% | -23.0% | -13.2% |
| 5Y | +74.1% | -22.1% | +96.2% | +66.8% |
| 10Y | +2.6% | +295.5% | -292.9% | -55.2% |
| All | -33.3% | +281.3% | -314.6% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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