-29.6%
CLS vs APA
+107.6%
-137.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -6.9% | -2.2% | -10.1% |
| 7D | -21.1% | -13.0% | -8.2% | -23.0% |
| 30D | -38.2% | +2.0% | -40.2% | -37.6% |
| 3M | -36.3% | +24.9% | -61.2% | -32.7% |
| 6M | -43.8% | +7.2% | -51.0% | -42.4% |
| YTD | -20.0% | +87.1% | -107.1% | -9.9% |
| 1Y | -29.6% | +107.2% | -136.8% | -19.1% |
| All | -29.6% | +107.6% | -137.2% | -19.1% |
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 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