+41.1%
CLS vs APA
+94.6%
-53.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.3% |
| 7D | +4.6% | +0.5% | +4.0% | +4.7% |
| 30D | -13.9% | +23.4% | -37.3% | -11.2% |
| 3M | -26.6% | +12.7% | -39.3% | -24.8% |
| 6M | +15.4% | +39.4% | -24.0% | +19.1% |
| YTD | +5.7% | +79.0% | -73.3% | +9.9% |
| 1Y | +41.1% | +88.8% | -47.7% | +44.9% |
| All | +41.1% | +94.6% | -53.5% | +44.9% |
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 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