+5,435.1%
CL vs APA
+835.7%
+4,599.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +5.9% | -15.6% | +21.5% | +7.1% |
| 30D | +13.8% | -0.9% | +14.7% | +13.7% |
| 3M | +6.4% | +26.1% | -19.7% | +4.5% |
| 6M | +15.6% | +6.1% | +9.5% | +14.7% |
| YTD | +27.9% | +82.8% | -55.0% | +21.6% |
| 1Y | +31.4% | +106.5% | -75.1% | +23.8% |
| 3Y | +41.4% | +21.9% | +19.5% | +36.3% |
| 5Y | +42.8% | +69.7% | -26.9% | +31.2% |
| 10Y | +79.7% | 0.0% | +79.7% | +57.8% |
| All | +5,435.1% | +835.7% | +4,599.4% | +3,536.1% |
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