+848.7%
APA vs CPB
+325.7%
+523.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.7% |
| 7D | +0.5% | -8.6% | +9.1% | +1.8% |
| 30D | +23.4% | -7.2% | +30.6% | +24.6% |
| 3M | +12.7% | +0.9% | +11.8% | +12.2% |
| 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% | +97.3% |
| 3Y | +6.4% | -40.2% | +46.5% | +12.6% |
| 5Y | +153.0% | -39.5% | +192.5% | +166.0% |
| 10Y | +7.5% | -47.4% | +54.9% | +12.1% |
| All | +848.7% | +325.7% | +523.0% | +711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling