+154.8%
APA vs CNH
+11.5%
+143.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -5.0% |
| 7D | +0.5% | +23.3% | -22.7% | -8.6% |
| 30D | +23.4% | +33.5% | -10.1% | +7.5% |
| 3M | +12.7% | +32.7% | -20.0% | -3.0% |
| 6M | +39.4% | +22.2% | +17.2% | +22.1% |
| YTD | +79.0% | +57.7% | +21.3% | +34.1% |
| 1Y | +88.8% | +28.0% | +60.8% | +58.8% |
| 3Y | +6.4% | +11.5% | -5.2% | -5.0% |
| All | +154.8% | +11.5% | +143.3% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling