+7,262.2%
CB vs APA
+563.8%
+6,698.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +2.6% | -15.6% | +18.2% | +5.5% |
| 30D | +11.2% | -0.9% | +12.1% | +11.1% |
| 3M | +5.7% | +26.1% | -20.3% | +1.0% |
| 6M | +15.9% | +6.1% | +9.8% | +13.6% |
| YTD | +20.2% | +82.8% | -62.7% | +6.1% |
| 1Y | +32.4% | +106.5% | -74.1% | +14.1% |
| 3Y | +75.5% | +21.9% | +53.6% | +60.3% |
| 5Y | +105.5% | +69.7% | +35.8% | +69.1% |
| 10Y | +258.5% | 0.0% | +258.5% | +167.3% |
| All | +7,262.2% | +563.8% | +6,698.3% | +3,697.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling