+869.4%
APA vs CMS
+475.9%
+393.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | -15.6% | +1.7% | -17.3% | -16.0% |
| 30D | -0.9% | +8.6% | -9.5% | -3.3% |
| 3M | +26.1% | -0.5% | +26.6% | +26.0% |
| 6M | +6.1% | -4.2% | +10.3% | +7.0% |
| YTD | +82.8% | +3.4% | +79.4% | +80.1% |
| 1Y | +106.5% | +0.4% | +106.0% | +104.9% |
| 3Y | +21.9% | +38.2% | -16.3% | +9.5% |
| 5Y | +69.7% | +35.4% | +34.2% | +51.6% |
| 10Y | 0.0% | +131.7% | -131.7% | -25.7% |
| All | +869.4% | +475.9% | +393.5% | +447.8% |
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