+26.3%
CL vs APA
+95.1%
-68.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | +0.2% |
| 7D | -0.8% | +5.1% | -5.8% | -0.4% |
| 30D | +9.5% | +0.3% | +9.2% | +9.6% |
| 3M | +6.8% | +15.6% | -8.9% | +7.9% |
| 6M | +14.3% | +28.9% | -14.6% | +16.3% |
| YTD | +27.0% | +96.6% | -69.6% | +19.0% |
| 1Y | +26.3% | +95.5% | -69.2% | +18.0% |
| All | +26.3% | +95.1% | -68.8% | +18.0% |
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