+104.9%
CB vs APA
+88.6%
+16.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | 0.0% |
| 7D | -1.0% | +5.1% | -6.1% | -1.5% |
| 30D | +7.3% | +0.3% | +7.0% | +7.1% |
| 3M | +7.0% | +15.6% | -8.6% | +5.2% |
| 6M | +16.3% | +28.9% | -12.6% | +12.8% |
| YTD | +19.7% | +96.6% | -76.8% | +10.1% |
| 1Y | +27.8% | +95.5% | -67.7% | +17.4% |
| 3Y | +72.0% | +41.8% | +30.2% | +61.8% |
| 5Y | +104.9% | +85.4% | +19.5% | +77.4% |
| All | +104.9% | +88.6% | +16.3% | +77.4% |
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