+6,781.2%
CME vs APA
+134.2%
+6,647.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +6.2% | +23.4% | -17.2% | +2.1% |
| 3M | +10.4% | +12.7% | -2.3% | +7.7% |
| 6M | -9.5% | +39.4% | -48.9% | -15.5% |
| YTD | +6.0% | +79.0% | -72.9% | -5.6% |
| 1Y | +9.3% | +88.8% | -79.6% | -4.2% |
| 3Y | +57.7% | +6.4% | +51.3% | +48.0% |
| 5Y | +77.7% | +153.0% | -75.3% | +31.0% |
| 10Y | +281.2% | +7.5% | +273.7% | +166.9% |
| All | +6,781.2% | +134.2% | +6,647.0% | +4,531.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling