-27.9%
APA vs CNH
+40.2%
-68.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.6% | +3.7% |
| 7D | -5.5% | +4.5% | -10.1% | -8.5% |
| 30D | -1.2% | +7.6% | -8.8% | -6.1% |
| 3M | +10.6% | +17.0% | -6.4% | -2.1% |
| 6M | +28.4% | +12.9% | +15.5% | +12.3% |
| YTD | +89.7% | +34.3% | +55.5% | +43.3% |
| 1Y | +90.6% | +28.5% | +62.1% | +46.9% |
| 3Y | +36.9% | +31.9% | +5.0% | -0.5% |
| 5Y | +83.2% | -9.6% | +92.8% | +65.1% |
| 10Y | -0.1% | +106.3% | -106.4% | -43.8% |
| All | -27.9% | +40.2% | -68.1% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling