+35.1%
CLS vs APA
+96.0%
-60.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.9% |
| 7D | +12.8% | -1.7% | +14.5% | +12.5% |
| 30D | +3.8% | +15.7% | -11.9% | +5.8% |
| 3M | -14.6% | +16.5% | -31.1% | -12.4% |
| 6M | +32.2% | +35.1% | -2.9% | +35.3% |
| YTD | +11.6% | +82.2% | -70.6% | +14.1% |
| 1Y | +35.1% | +102.5% | -67.4% | +33.9% |
| All | +35.1% | +96.0% | -60.9% | +33.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling