+246.7%
CB vs APA
+4.1%
+242.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | -1.0% | +5.1% | -6.1% | -1.7% |
| 30D | +7.3% | +0.3% | +7.0% | +7.1% |
| 3M | +7.0% | +15.6% | -8.6% | +4.7% |
| 6M | +16.3% | +28.9% | -12.6% | +11.8% |
| YTD | +19.7% | +96.6% | -76.8% | +8.0% |
| 1Y | +27.8% | +95.5% | -67.7% | +15.2% |
| 3Y | +72.0% | +41.8% | +30.2% | +57.9% |
| 5Y | +104.9% | +85.4% | +19.5% | +75.2% |
| 10Y | +246.7% | +4.5% | +242.2% | +157.9% |
| All | +246.7% | +4.1% | +242.6% | +157.9% |
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