-28.7%
APA vs CNH
+32.2%
-60.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.1% |
| 7D | -15.5% | -1.7% | -13.8% | -14.7% |
| 30D | +2.4% | -7.2% | +9.6% | +6.2% |
| 3M | +22.8% | +6.5% | +16.2% | +15.2% |
| 6M | +17.9% | +7.9% | +10.1% | +6.5% |
| YTD | +87.7% | +26.6% | +61.1% | +47.5% |
| 1Y | +94.2% | +13.8% | +80.4% | +62.0% |
| 3Y | +27.2% | +9.2% | +18.0% | +4.4% |
| 5Y | +74.1% | -15.6% | +89.7% | +64.3% |
| 10Y | +2.6% | +119.2% | -116.6% | -42.7% |
| All | -28.7% | +32.2% | -60.9% | -58.8% |
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 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