-89.7%
CDE vs APA
+832.5%
-922.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.6% | -3.3% |
| 7D | +2.3% | -1.7% | +4.0% | +2.8% |
| 30D | +18.8% | +15.7% | +3.1% | +13.1% |
| 3M | +23.5% | +16.5% | +7.0% | +15.8% |
| 6M | -8.6% | +35.1% | -43.7% | -20.6% |
| YTD | +16.0% | +82.2% | -66.2% | -9.3% |
| 1Y | +42.1% | +102.5% | -60.4% | +6.1% |
| 3Y | +835.9% | +10.3% | +825.6% | +724.5% |
| 5Y | +197.6% | +166.1% | +31.5% | +86.8% |
| 10Y | +39.6% | -4.9% | +44.4% | -11.5% |
| All | -89.7% | +832.5% | -922.2% | -95.0% |
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