+27.8%
CL vs APA
+89.4%
-61.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.5% | -8.7% | +9.3% | -0.1% |
| 30D | +11.6% | -2.4% | +14.0% | +11.3% |
| 3M | +5.6% | +19.0% | -13.4% | +6.8% |
| 6M | +13.2% | +26.8% | -13.7% | +14.9% |
| YTD | +26.9% | +87.3% | -60.4% | +18.4% |
| All | +27.8% | +89.4% | -61.6% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling