+74.9%
CB vs APA
+45.9%
+28.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +1.0% |
| 7D | +2.9% | +8.5% | -5.6% | +2.6% |
| 30D | +7.3% | +2.8% | +4.5% | +7.1% |
| 3M | +9.4% | +21.7% | -12.3% | +8.3% |
| 6M | +19.6% | +32.6% | -13.0% | +17.8% |
| YTD | +21.5% | +103.7% | -82.2% | +16.2% |
| 1Y | +28.0% | +101.8% | -73.8% | +22.5% |
| 3Y | +74.9% | +48.1% | +26.8% | +63.3% |
| All | +74.9% | +45.9% | +28.9% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling