+73.9%
CNP vs APA
+71.7%
+2.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.5% |
| 7D | -4.2% | -15.5% | +11.3% | -3.1% |
| 30D | +5.5% | +2.4% | +3.1% | +5.3% |
| 3M | +0.6% | +22.8% | -22.2% | -1.0% |
| 6M | -2.8% | +17.9% | -20.8% | -4.3% |
| YTD | +7.9% | +87.7% | -79.8% | +2.3% |
| 1Y | +6.7% | +94.2% | -87.5% | +0.8% |
| 3Y | +61.1% | +27.2% | +33.9% | +56.9% |
| All | +73.9% | +71.7% | +2.3% | +64.4% |
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