+105.2%
APA vs CMS
-4.6%
+109.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +1.9% |
| 7D | +9.6% | -1.3% | +10.9% | +9.5% |
| 30D | -0.2% | +5.3% | -5.5% | -0.2% |
| 3M | +19.8% | -0.3% | +20.2% | +19.5% |
| 6M | +30.1% | -4.0% | +34.1% | +31.0% |
| YTD | +100.4% | +2.1% | +98.3% | +94.6% |
| 1Y | +105.2% | -4.7% | +109.9% | +98.9% |
| All | +105.2% | -4.6% | +109.8% | +98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling