+79.1%
CME vs APA
+156.4%
-77.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +6.2% | +23.4% | -17.2% | +5.2% |
| 3M | +10.4% | +12.7% | -2.3% | +9.7% |
| 6M | -9.5% | +39.4% | -48.9% | -10.8% |
| YTD | +6.0% | +79.0% | -72.9% | +3.6% |
| 1Y | +9.3% | +88.8% | -79.6% | +6.4% |
| 3Y | +57.7% | +6.4% | +51.3% | +59.7% |
| All | +79.1% | +156.4% | -77.3% | +58.3% |
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