-0.9%
APA vs CPB
-39.9%
+39.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -8.7% | +3.3% | -12.0% | -8.8% |
| 30D | -2.4% | +19.0% | -21.4% | -3.0% |
| 3M | +19.0% | +0.4% | +18.5% | +18.9% |
| 6M | +26.8% | +13.0% | +13.8% | +26.1% |
| YTD | +87.3% | -12.7% | +100.1% | +88.2% |
| 1Y | +92.3% | -20.9% | +113.2% | +93.8% |
| 3Y | +37.3% | -35.4% | +72.6% | +39.0% |
| 5Y | +73.2% | -32.3% | +105.5% | +76.4% |
| 10Y | -0.9% | -40.5% | +39.7% | +2.3% |
| All | -0.9% | -39.9% | +39.1% | +2.3% |
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