+42.5%
CI vs APA
+156.4%
-113.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | +4.4% | +23.4% | -19.0% | +2.4% |
| 3M | +0.7% | +12.7% | -12.0% | -0.6% |
| 6M | +0.3% | +39.4% | -39.1% | -3.2% |
| YTD | +3.8% | +79.0% | -75.1% | -2.4% |
| 1Y | -5.5% | +88.8% | -94.3% | -11.9% |
| 3Y | +8.1% | +6.4% | +1.8% | +7.1% |
| All | +42.5% | +156.4% | -113.8% | +15.8% |
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