-32.0%
APA vs CNH
+64.7%
-96.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -5.5% |
| 7D | +0.5% | +23.3% | -22.7% | -11.4% |
| 30D | +23.4% | +33.5% | -10.1% | +2.8% |
| 3M | +12.7% | +32.7% | -20.0% | -7.7% |
| 6M | +39.4% | +22.2% | +17.2% | +15.7% |
| YTD | +79.0% | +57.7% | +21.3% | +25.3% |
| 1Y | +88.8% | +28.0% | +60.8% | +49.4% |
| 3Y | +6.4% | +11.5% | -5.2% | -11.4% |
| 5Y | +153.0% | +11.9% | +141.1% | +104.5% |
| 10Y | +7.5% | +162.8% | -155.2% | -45.8% |
| All | -32.0% | +64.7% | -96.7% | -65.0% |
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