+69.8%
APA vs CNH
-14.7%
+84.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.5% |
| 7D | -15.5% | -1.7% | -13.8% | -14.9% |
| 30D | +2.4% | -7.2% | +9.6% | +5.2% |
| 3M | +22.8% | +6.5% | +16.2% | +17.3% |
| 6M | +17.9% | +7.9% | +10.1% | +9.6% |
| YTD | +87.7% | +26.6% | +61.1% | +54.5% |
| 1Y | +94.2% | +13.8% | +80.4% | +68.7% |
| 3Y | +27.2% | +9.2% | +18.0% | +9.5% |
| All | +69.8% | -14.7% | +84.5% | +64.8% |
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