+69.8%
APA vs CMS
+32.6%
+37.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.0% |
| 7D | -15.5% | -1.3% | -14.2% | -15.3% |
| 30D | +2.4% | +6.3% | -3.9% | +1.1% |
| 3M | +22.8% | -2.1% | +24.8% | +23.0% |
| 6M | +17.9% | -5.1% | +23.0% | +18.9% |
| YTD | +87.7% | +1.3% | +86.4% | +86.0% |
| 1Y | +94.2% | -1.4% | +95.6% | +93.5% |
| 3Y | +27.2% | +36.9% | -9.7% | +16.0% |
| All | +69.8% | +32.6% | +37.3% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling