+848.7%
APA vs CMS
+457.8%
+390.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +0.5% | +0.4% | +0.2% | +0.4% |
| 30D | +23.4% | -3.6% | +27.0% | +24.5% |
| 3M | +12.7% | -1.9% | +14.6% | +13.1% |
| 6M | +39.4% | -11.0% | +50.4% | +43.5% |
| YTD | +79.0% | +0.2% | +78.8% | +78.0% |
| 1Y | +88.8% | -1.3% | +90.1% | +88.4% |
| 3Y | +6.4% | +35.9% | -29.6% | -4.0% |
| 5Y | +153.0% | +23.1% | +129.9% | +132.3% |
| 10Y | +7.5% | +117.9% | -110.4% | -18.7% |
| All | +848.7% | +457.8% | +390.9% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling