+5.8%
APA vs CPB
-40.0%
+45.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.9% |
| 7D | +0.5% | -8.6% | +9.1% | +1.4% |
| 30D | +23.4% | -7.2% | +30.6% | +24.2% |
| 3M | +12.7% | +0.9% | +11.8% | +12.3% |
| 6M | +39.4% | -11.8% | +51.2% | +41.2% |
| YTD | +79.0% | -19.4% | +98.4% | +83.5% |
| 1Y | +88.8% | -30.4% | +119.2% | +97.0% |
| All | +5.8% | -40.0% | +45.8% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling