+329.9%
COP vs APA
+7.0%
+322.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.6% |
| 7D | +3.4% | +9.6% | -6.2% | -1.2% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | +10.8% | +19.8% | -9.1% | +1.2% |
| 6M | +19.6% | +30.1% | -10.4% | +4.7% |
| YTD | +52.9% | +100.4% | -47.5% | +7.6% |
| 1Y | +62.2% | +105.2% | -43.0% | +12.6% |
| 3Y | +32.4% | +44.6% | -12.3% | +3.3% |
| 5Y | +129.7% | +88.8% | +40.9% | +54.0% |
| All | +329.9% | +7.0% | +322.9% | +180.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling