-18.4%
APTV vs CPAY
+155.2%
-173.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -5.0% | -2.0% | -3.1% | -4.0% |
| 30D | -6.1% | -0.4% | -5.7% | -6.0% |
| 3M | -33.0% | +16.4% | -49.3% | -39.0% |
| 6M | -35.2% | +23.5% | -58.8% | -43.5% |
| YTD | -40.1% | +35.7% | -75.8% | -51.2% |
| 1Y | -45.6% | +30.2% | -75.8% | -54.9% |
| 3Y | -54.4% | +49.7% | -104.1% | -66.2% |
| 5Y | -68.9% | +56.6% | -125.5% | -78.0% |
| All | -18.4% | +155.2% | -173.6% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling