-40.4%
APTV vs CPAY
+29.9%
-70.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.2% |
| 7D | +4.8% | +2.1% | +2.7% | +4.4% |
| 30D | +2.0% | +5.5% | -3.5% | +0.9% |
| 3M | -34.2% | +16.6% | -50.8% | -36.4% |
| 6M | -34.7% | +26.7% | -61.3% | -38.6% |
| YTD | -37.0% | +38.4% | -75.3% | -41.8% |
| 1Y | -40.4% | +30.1% | -70.5% | -43.7% |
| All | -40.4% | +29.9% | -70.3% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling