+4,850.5%
CL vs APA
+815.8%
+4,034.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -4.8% | +23.4% | -28.2% | -6.2% |
| 3M | +4.9% | +12.7% | -7.8% | +3.9% |
| 6M | -5.7% | +39.4% | -45.1% | -8.4% |
| YTD | +14.4% | +79.0% | -64.6% | +9.1% |
| 1Y | +8.7% | +88.8% | -80.1% | +3.1% |
| 3Y | +30.0% | +6.4% | +23.6% | +26.7% |
| 5Y | +28.4% | +153.0% | -124.6% | +14.0% |
| 10Y | +50.1% | +7.5% | +42.5% | +30.6% |
| All | +4,850.5% | +815.8% | +4,034.7% | +3,161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling