+299.6%
APA vs CNI
+6,541.6%
-6,241.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +0.5% | -2.1% | +2.6% | +1.7% |
| 30D | +23.4% | -3.3% | +26.7% | +25.6% |
| 3M | +12.7% | +3.8% | +8.9% | +9.5% |
| 6M | +39.4% | +12.7% | +26.8% | +26.6% |
| YTD | +79.0% | +26.3% | +52.7% | +50.7% |
| 1Y | +88.8% | +29.9% | +58.9% | +55.7% |
| 3Y | +6.4% | +15.9% | -9.6% | -6.7% |
| 5Y | +153.0% | +6.9% | +146.0% | +134.1% |
| 10Y | +7.5% | +126.8% | -119.2% | -28.8% |
| All | +299.6% | +6,541.6% | -6,241.9% | -13.8% |
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