-4.2%
CTVA vs APA
+107.6%
-111.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | -20.8% | +8.5% | -29.3% | -21.3% |
| 30D | -29.6% | +2.8% | -32.4% | -30.0% |
| 3M | -16.9% | +21.7% | -38.6% | -18.9% |
| 6M | -24.3% | +32.6% | -56.9% | -27.0% |
| YTD | -5.6% | +103.7% | -109.3% | -17.8% |
| 1Y | -4.2% | +101.8% | -106.0% | -16.5% |
| All | -4.2% | +107.6% | -111.8% | -16.5% |
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