+2,029.3%
CLS vs APA
+7.0%
+2,022.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.1% |
| 7D | +23.5% | +9.6% | +13.9% | +20.9% |
| 30D | -28.9% | -0.2% | -28.7% | -28.9% |
| 3M | -25.2% | +19.8% | -45.0% | -28.8% |
| 6M | -32.1% | +30.1% | -62.1% | -37.3% |
| YTD | -14.1% | +100.4% | -114.5% | -30.6% |
| 1Y | -24.1% | +105.2% | -129.3% | -39.2% |
| 3Y | +897.0% | +44.6% | +852.4% | +738.3% |
| 5Y | +2,089.9% | +88.8% | +2,001.1% | +1,547.1% |
| All | +2,029.3% | +7.0% | +2,022.4% | +1,253.9% |
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 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