+5.8%
APA vs CMS
+36.5%
-30.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +0.5% | +0.4% | +0.2% | +0.5% |
| 30D | +23.4% | -3.6% | +27.0% | +24.0% |
| 3M | +12.7% | -1.9% | +14.6% | +12.9% |
| 6M | +39.4% | -11.0% | +50.4% | +42.4% |
| YTD | +79.0% | +0.2% | +78.8% | +77.5% |
| 1Y | +88.8% | -1.3% | +90.1% | +87.4% |
| All | +5.8% | +36.5% | -30.7% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling