+848.7%
APA vs CP
+7,669.4%
-6,820.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +0.5% | -2.7% | +3.2% | +1.9% |
| 30D | +23.4% | +0.2% | +23.2% | +22.8% |
| 3M | +12.7% | +2.6% | +10.1% | +10.5% |
| 6M | +39.4% | +6.0% | +33.5% | +32.4% |
| YTD | +79.0% | +24.9% | +54.0% | +55.1% |
| 1Y | +88.8% | +20.1% | +68.7% | +66.8% |
| 3Y | +6.4% | +16.4% | -10.0% | -5.8% |
| 5Y | +153.0% | +31.7% | +121.2% | +108.8% |
| 10Y | +7.5% | +223.9% | -216.3% | -36.8% |
| All | +848.7% | +7,669.4% | -6,820.7% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling