-42.1%
APA vs CPAY
+1,748.9%
-1,791.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +0.8% |
| 7D | +8.5% | +1.6% | +7.0% | +7.5% |
| 30D | +2.8% | +17.6% | -14.8% | -7.6% |
| 3M | +21.7% | +8.7% | +13.0% | +14.6% |
| 6M | +32.6% | +39.5% | -6.9% | +5.7% |
| YTD | +103.7% | +53.6% | +50.1% | +46.0% |
| 1Y | +101.8% | +63.3% | +38.5% | +38.5% |
| 3Y | +48.1% | +101.7% | -53.7% | -14.8% |
| 5Y | +91.9% | +91.4% | +0.5% | +11.8% |
| 10Y | +8.4% | +221.7% | -213.3% | -47.2% |
| All | -42.1% | +1,748.9% | -1,791.0% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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