+248.2%
CB vs APA
0.0%
+248.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | +0.2% | -15.5% | +15.8% | +2.3% |
| 30D | +9.1% | +2.4% | +6.7% | +8.5% |
| 3M | +3.4% | +22.8% | -19.4% | +0.3% |
| 6M | +14.1% | +17.9% | -3.8% | +10.9% |
| YTD | +18.0% | +87.7% | -69.7% | +7.1% |
| 1Y | +30.1% | +94.2% | -64.1% | +17.4% |
| 3Y | +71.8% | +27.2% | +44.6% | +60.1% |
| 5Y | +101.8% | +74.1% | +27.7% | +74.0% |
| All | +248.2% | 0.0% | +248.2% | +160.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling