+1,860.4%
CNP vs APA
+860.5%
+1,000.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.3% |
| 7D | -4.2% | -15.5% | +11.3% | -1.7% |
| 30D | +5.5% | +2.4% | +3.1% | +5.0% |
| 3M | +0.6% | +22.8% | -22.2% | -3.1% |
| 6M | -2.8% | +17.9% | -20.8% | -6.2% |
| YTD | +7.9% | +87.7% | -79.8% | -4.1% |
| 1Y | +6.7% | +94.2% | -87.5% | -5.9% |
| 3Y | +61.1% | +27.2% | +33.9% | +47.4% |
| 5Y | +73.0% | +74.1% | -1.2% | +43.4% |
| 10Y | +141.9% | +2.6% | +139.2% | +81.8% |
| All | +1,860.4% | +860.5% | +1,000.0% | +1,099.4% |
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 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