+89.6%
CL vs APA
+8.7%
+80.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.8% |
| 7D | +3.2% | +8.5% | -5.3% | +3.1% |
| 30D | +8.0% | +2.8% | +5.3% | +7.9% |
| 3M | +7.9% | +21.7% | -13.8% | +7.4% |
| 6M | +14.7% | +32.6% | -17.9% | +13.9% |
| YTD | +29.2% | +103.7% | -74.5% | +26.6% |
| 1Y | +29.5% | +101.8% | -72.3% | +27.0% |
| 3Y | +40.7% | +48.1% | -7.4% | +38.4% |
| 5Y | +43.9% | +91.9% | -48.0% | +39.0% |
| All | +89.6% | +8.7% | +80.9% | +77.5% |
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