-4.9%
APA vs CP
+219.6%
-224.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | -1.7% | +2.4% | -4.1% | -3.8% |
| 30D | +15.7% | -0.5% | +16.3% | +15.6% |
| 3M | +16.5% | +1.4% | +15.0% | +13.8% |
| 6M | +35.1% | +10.3% | +24.8% | +19.4% |
| YTD | +82.2% | +24.3% | +57.9% | +43.4% |
| 1Y | +102.5% | +20.4% | +82.0% | +63.2% |
| 3Y | +10.3% | +21.8% | -11.5% | -16.7% |
| 5Y | +166.1% | +31.5% | +134.6% | +76.8% |
| 10Y | -4.9% | +223.2% | -228.1% | -67.6% |
| All | -4.9% | +219.6% | -224.5% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling