-0.1%
APA vs CMS
+134.3%
-134.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.5% | +0.5% | -6.0% | -5.7% |
| 30D | -1.2% | +7.4% | -8.6% | -2.6% |
| 3M | +10.6% | +1.9% | +8.7% | +10.0% |
| 6M | +28.4% | -2.3% | +30.8% | +28.7% |
| YTD | +89.7% | +3.0% | +86.8% | +87.8% |
| 1Y | +90.6% | -2.8% | +93.4% | +90.8% |
| 3Y | +36.9% | +37.9% | -1.0% | +26.8% |
| 5Y | +83.2% | +34.0% | +49.3% | +69.9% |
| 10Y | -0.1% | +138.1% | -138.2% | +10.2% |
| All | -0.1% | +134.3% | -134.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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