+103.2%
CB vs APA
+71.7%
+31.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.0% |
| 7D | +0.2% | -15.5% | +15.8% | +1.8% |
| 30D | +9.1% | +2.4% | +6.7% | +8.6% |
| 3M | +3.4% | +22.8% | -19.4% | +1.0% |
| 6M | +14.1% | +17.9% | -3.8% | +11.6% |
| YTD | +18.0% | +87.7% | -69.7% | +9.0% |
| 1Y | +30.1% | +94.2% | -64.1% | +19.6% |
| 3Y | +71.8% | +27.2% | +44.6% | +63.9% |
| All | +103.2% | +71.7% | +31.5% | +79.5% |
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 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