+2,944.0%
CLS vs APA
-0.7%
+2,944.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.2% |
| 7D | +12.8% | -1.7% | +14.5% | +13.2% |
| 30D | +3.8% | +15.7% | -11.9% | -0.2% |
| 3M | -14.6% | +16.5% | -31.1% | -18.8% |
| 6M | +32.2% | +35.1% | -2.9% | +19.6% |
| YTD | +11.6% | +82.2% | -70.6% | -7.4% |
| 1Y | +35.1% | +102.5% | -67.4% | +7.9% |
| 3Y | +1,312.5% | +10.3% | +1,302.2% | +1,172.9% |
| 5Y | +3,542.1% | +166.1% | +3,375.9% | +2,415.3% |
| 10Y | +2,944.0% | -4.9% | +2,948.9% | +1,858.4% |
| All | +2,944.0% | -0.7% | +2,944.7% | +1,858.4% |
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