+4.5%
APA vs CNH
+113.9%
-109.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.5% |
| 7D | +5.1% | +6.7% | -1.6% | +0.3% |
| 30D | +0.3% | +7.2% | -6.9% | -4.9% |
| 3M | +15.6% | +17.5% | -1.8% | +1.1% |
| 6M | +28.9% | +15.0% | +13.9% | +10.2% |
| YTD | +96.6% | +36.8% | +59.8% | +42.6% |
| 1Y | +95.5% | +27.6% | +67.9% | +47.8% |
| 3Y | +41.8% | +34.3% | +7.5% | -2.5% |
| 5Y | +85.4% | -12.2% | +97.6% | +67.7% |
| 10Y | +4.5% | +113.9% | -109.3% | -46.3% |
| All | +4.5% | +113.9% | -109.3% | -46.3% |
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