+60.7%
COP vs APA
+107.6%
-46.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.9% | +1.7% | -1.4% |
| 7D | -8.1% | -13.0% | +4.8% | -0.9% |
| 30D | +6.7% | +2.0% | +4.7% | +5.6% |
| 3M | +16.9% | +24.9% | -8.0% | +3.7% |
| 6M | +11.2% | +7.2% | +4.0% | +6.0% |
| YTD | +49.5% | +87.1% | -37.6% | +10.4% |
| 1Y | +60.7% | +107.2% | -46.5% | +17.0% |
| All | +60.7% | +107.6% | -46.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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