-0.9%
APA vs CNH
+134.0%
-134.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.9% | -11.1% | -6.8% |
| 7D | -8.7% | +8.6% | -17.3% | -13.7% |
| 30D | -2.4% | +12.6% | -15.0% | -10.0% |
| 3M | +19.0% | +17.5% | +1.5% | +4.0% |
| 6M | +26.8% | +18.1% | +8.7% | +6.8% |
| YTD | +87.3% | +40.4% | +47.0% | +34.0% |
| 1Y | +92.3% | +34.0% | +58.3% | +40.9% |
| 3Y | +37.3% | +35.3% | +2.0% | -5.7% |
| 5Y | +73.2% | -5.1% | +78.3% | +47.9% |
| 10Y | -0.9% | +124.0% | -124.9% | -49.9% |
| All | -0.9% | +134.0% | -134.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling