+65.2%
CME vs APA
+43.6%
+21.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.1% |
| 7D | +2.7% | +9.6% | -6.9% | +2.6% |
| 30D | +13.5% | -0.2% | +13.7% | +13.5% |
| 3M | +20.9% | +19.8% | +1.1% | +20.8% |
| 6M | +11.5% | +30.1% | -18.6% | +11.3% |
| YTD | +19.5% | +100.4% | -81.0% | +20.9% |
| 1Y | +17.2% | +105.2% | -88.0% | +18.8% |
| All | +65.2% | +43.6% | +21.6% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling