+325.1%
COP vs APA
-0.7%
+325.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.3% |
| 7D | -0.8% | -1.7% | +0.8% | 0.0% |
| 30D | +15.6% | +15.7% | -0.1% | +7.4% |
| 3M | +14.3% | +16.5% | -2.1% | +5.8% |
| 6M | +17.0% | +35.1% | -18.1% | +0.1% |
| YTD | +47.4% | +82.2% | -34.8% | +8.7% |
| 1Y | +52.4% | +102.5% | -50.1% | +5.6% |
| 3Y | +20.8% | +10.3% | +10.5% | +7.5% |
| 5Y | +191.7% | +166.1% | +25.6% | +66.2% |
| 10Y | +325.1% | -4.9% | +330.0% | +185.9% |
| All | +325.1% | -0.7% | +325.8% | +185.9% |
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