+131.2%
CTVA vs APA
+107.5%
+23.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +2.0% | -26.3% | -24.7% |
| 7D | -23.7% | +9.6% | -33.3% | -25.1% |
| 30D | -31.2% | -0.2% | -31.0% | -31.5% |
| 3M | -18.7% | +19.8% | -38.6% | -22.0% |
| 6M | -25.5% | +30.1% | -55.6% | -30.1% |
| YTD | -8.0% | +100.4% | -108.4% | -21.2% |
| 1Y | -7.0% | +105.2% | -112.2% | -20.8% |
| 3Y | +45.2% | +44.6% | +0.6% | +27.9% |
| 5Y | +32.3% | +88.8% | -56.5% | +7.0% |
| All | +131.2% | +107.5% | +23.7% | +57.4% |
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 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