+1,751.5%
CLS vs APA
+0.9%
+1,750.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.0% | +7.9% |
| 7D | -10.6% | -8.7% | -1.8% | -8.4% |
| 30D | -38.4% | -2.4% | -36.0% | -38.1% |
| 3M | -29.9% | +19.0% | -48.9% | -33.3% |
| 6M | -40.6% | +26.8% | -67.4% | -45.0% |
| YTD | -24.6% | +87.3% | -111.9% | -38.1% |
| 1Y | -30.8% | +92.3% | -123.1% | -43.8% |
| 3Y | +811.7% | +37.3% | +774.5% | +675.9% |
| 5Y | +1,838.4% | +73.2% | +1,765.2% | +1,388.2% |
| 10Y | +1,751.5% | -0.9% | +1,752.4% | +1,090.1% |
| All | +1,751.5% | +0.9% | +1,750.6% | +1,090.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling