+105.2%
CTVA vs APA
+169.7%
-64.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.7% | +0.8% | -5.5% | -4.8% |
| 30D | +11.1% | +9.6% | +1.5% | +9.0% |
| 3M | +13.7% | +18.0% | -4.3% | +9.4% |
| 6M | +11.2% | +41.9% | -30.7% | +2.0% |
| YTD | +26.9% | +86.3% | -59.4% | +9.4% |
| 1Y | +18.8% | +97.9% | -79.1% | +0.3% |
| 3Y | +75.9% | +12.8% | +63.2% | +63.3% |
| 5Y | +105.2% | +177.2% | -72.0% | +48.0% |
| All | +105.2% | +169.7% | -64.5% | +48.0% |
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