+4,577.2%
CNC vs APA
+213.2%
+4,364.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | +0.1% | +23.4% | -23.3% | -3.6% |
| 3M | +6.9% | +12.7% | -5.8% | +4.3% |
| 6M | +49.0% | +39.4% | +9.6% | +39.5% |
| YTD | +62.9% | +79.0% | -16.0% | +45.7% |
| 1Y | +134.0% | +88.8% | +45.2% | +106.1% |
| 3Y | +9.4% | +6.4% | +3.1% | +2.9% |
| 5Y | +4.1% | +153.0% | -148.8% | -21.2% |
| 10Y | +95.4% | +7.5% | +87.8% | +42.9% |
| All | +4,577.2% | +213.2% | +4,364.1% | +1,836.9% |
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