+73.4%
CL vs APA
0.0%
+73.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.2% |
| 7D | +1.3% | -15.5% | +16.8% | +1.6% |
| 30D | +11.4% | +2.4% | +9.0% | +11.3% |
| 3M | +4.4% | +22.8% | -18.4% | +3.9% |
| 6M | +10.8% | +17.9% | -7.2% | +10.3% |
| YTD | +25.1% | +87.7% | -62.6% | +22.9% |
| 1Y | +28.0% | +94.2% | -66.2% | +25.5% |
| 3Y | +37.6% | +27.2% | +10.4% | +35.9% |
| 5Y | +39.7% | +74.1% | -34.4% | +35.3% |
| All | +73.4% | 0.0% | +73.3% | +61.3% |
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