+354.9%
APA vs CNI
+6,783.7%
-6,428.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +8.5% | +2.5% | +6.0% | +6.8% |
| 30D | +2.8% | +6.1% | -3.3% | -1.5% |
| 3M | +21.7% | +0.1% | +21.6% | +20.7% |
| 6M | +32.6% | +14.9% | +17.7% | +19.9% |
| YTD | +103.7% | +30.9% | +72.8% | +66.8% |
| 1Y | +101.8% | +33.9% | +67.9% | +62.6% |
| 3Y | +48.1% | +20.2% | +27.9% | +26.7% |
| 5Y | +91.9% | +8.2% | +83.7% | +75.4% |
| 10Y | +8.4% | +142.2% | -133.8% | -31.3% |
| All | +354.9% | +6,783.7% | -6,428.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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