+3,269.5%
CLS vs APA
+156.4%
+3,113.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.6% |
| 7D | +4.6% | +0.5% | +4.0% | +4.3% |
| 30D | -13.9% | +23.4% | -37.3% | -18.8% |
| 3M | -26.6% | +12.7% | -39.3% | -29.5% |
| 6M | +15.4% | +39.4% | -24.0% | +2.6% |
| YTD | +5.7% | +79.0% | -73.3% | -13.7% |
| 1Y | +41.1% | +88.8% | -47.7% | +11.8% |
| 3Y | +1,228.6% | +6.4% | +1,222.2% | +1,084.7% |
| All | +3,269.5% | +156.4% | +3,113.1% | +1,772.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling