-46.5%
APTV vs CPAY
+59.0%
-105.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.7% | +4.0% |
| 7D | -1.9% | +5.7% | -7.6% | -2.9% |
| 30D | -1.4% | +4.2% | -5.6% | -2.3% |
| 3M | -9.3% | +5.6% | -14.9% | -10.4% |
| 6M | -27.3% | +34.7% | -62.0% | -32.5% |
| YTD | -43.1% | +39.1% | -82.2% | -47.3% |
| 1Y | -46.5% | +60.3% | -106.8% | -51.7% |
| All | -46.5% | +59.0% | -105.5% | -51.7% |
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