+186.4%
COP vs APA
+156.4%
+30.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.7% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | +17.5% | +23.4% | -5.9% | +4.3% |
| 3M | +13.4% | +12.7% | +0.7% | +5.6% |
| 6M | +17.7% | +39.4% | -21.7% | -3.1% |
| YTD | +46.6% | +79.0% | -32.4% | +4.9% |
| 1Y | +44.6% | +88.8% | -44.2% | -0.7% |
| 3Y | +20.7% | +6.4% | +14.3% | +8.8% |
| All | +186.4% | +156.4% | +30.0% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling