+516.7%
CAH vs APA
+94.1%
+422.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +1.0% |
| 7D | +3.5% | +8.5% | -5.1% | +2.9% |
| 30D | +13.5% | +2.8% | +10.7% | +13.2% |
| 3M | +21.8% | +21.7% | +0.1% | +20.1% |
| 6M | +51.5% | +32.6% | +18.9% | +48.2% |
| YTD | +38.1% | +103.7% | -65.6% | +30.0% |
| 1Y | +37.7% | +101.8% | -64.1% | +29.7% |
| 3Y | +179.6% | +48.1% | +131.6% | +166.9% |
| All | +516.7% | +94.1% | +422.6% | +444.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 5y: compounded portfolio wealth divided by compounded APA 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…
5y analysis · Full analysis span regression · 6 months rolling