-33.4%
APA vs CG
+306.4%
-339.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | -3.7% |
| 7D | -8.7% | +3.0% | -11.8% | -10.7% |
| 30D | -2.4% | +10.1% | -12.5% | -8.3% |
| 3M | +19.0% | -10.8% | +29.8% | +24.3% |
| 6M | +26.8% | -15.2% | +42.0% | +33.5% |
| YTD | +87.3% | -26.9% | +114.3% | +108.1% |
| 1Y | +92.3% | -17.0% | +109.3% | +97.6% |
| 3Y | +37.3% | +54.6% | -17.4% | -7.6% |
| 5Y | +73.2% | -16.7% | +89.9% | +60.0% |
| 10Y | -0.9% | +320.1% | -321.0% | -58.2% |
| All | -33.4% | +306.4% | -339.8% | -73.1% |
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