+84.9%
CL vs APA
+0.4%
+84.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.6% | -5.5% | +8.1% | +2.7% |
| 30D | +11.8% | -1.2% | +12.9% | +11.7% |
| 3M | +5.9% | +10.6% | -4.6% | +5.6% |
| 6M | +13.3% | +28.4% | -15.1% | +12.6% |
| YTD | +27.1% | +89.7% | -62.6% | +24.8% |
| 1Y | +28.0% | +90.6% | -62.6% | +25.6% |
| 3Y | +39.4% | +36.9% | +2.5% | +37.4% |
| 5Y | +40.8% | +83.2% | -42.5% | +36.1% |
| 10Y | +84.9% | -0.1% | +85.0% | +73.1% |
| All | +84.9% | +0.4% | +84.5% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling