+78.9%
CTVA vs APA
+9.3%
+69.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -2.5% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | +12.0% | +15.7% | -3.7% | +9.2% |
| 3M | +13.5% | +16.5% | -3.0% | +10.1% |
| 6M | +12.1% | +35.1% | -23.0% | +5.1% |
| YTD | +29.0% | +82.2% | -53.2% | +13.8% |
| 1Y | +18.9% | +102.5% | -83.6% | +1.8% |
| 3Y | +78.9% | +10.3% | +68.6% | +69.1% |
| All | +78.9% | +9.3% | +69.5% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling