+30.0%
CL vs APA
+156.4%
-126.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -4.8% | +23.4% | -28.2% | -4.5% |
| 3M | +4.9% | +12.7% | -7.8% | +5.1% |
| 6M | -5.7% | +39.4% | -45.1% | -5.5% |
| YTD | +14.4% | +79.0% | -64.6% | +14.5% |
| 1Y | +8.7% | +88.8% | -80.1% | +9.0% |
| 3Y | +30.0% | +6.4% | +23.6% | +30.3% |
| All | +30.0% | +156.4% | -126.3% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling