+172.4%
APTV vs CPAY
+1,318.9%
-1,146.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.5% |
| 7D | -1.2% | -2.5% | +1.3% | +0.2% |
| 30D | -10.6% | +1.3% | -11.9% | -11.3% |
| 3M | -35.0% | +13.5% | -48.5% | -39.7% |
| 6M | -38.9% | +24.7% | -63.6% | -46.6% |
| YTD | -41.5% | +34.9% | -76.4% | -51.6% |
| 1Y | -45.8% | +29.7% | -75.5% | -54.5% |
| 3Y | -55.7% | +49.4% | -105.1% | -66.5% |
| 5Y | -70.1% | +53.5% | -123.6% | -78.0% |
| 10Y | -19.1% | +152.5% | -171.6% | -52.1% |
| All | +172.4% | +1,318.9% | -1,146.5% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling