-4.9%
APA vs CPB
-45.7%
+40.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.8% |
| 7D | -1.7% | -8.2% | +6.5% | -1.4% |
| 30D | +15.7% | -5.6% | +21.3% | +16.0% |
| 3M | +16.5% | +3.0% | +13.5% | +16.2% |
| 6M | +35.1% | -12.7% | +47.8% | +35.7% |
| YTD | +82.2% | -18.0% | +100.2% | +83.5% |
| 1Y | +102.5% | -31.7% | +134.2% | +105.2% |
| 3Y | +10.3% | -41.0% | +51.3% | +12.0% |
| 5Y | +166.1% | -38.4% | +204.5% | +171.6% |
| 10Y | -4.9% | -45.0% | +40.1% | -1.9% |
| All | -4.9% | -45.7% | +40.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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