+7,384.4%
CME vs APA
+145.2%
+7,239.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -0.6% | -8.7% | +8.2% | +1.0% |
| 30D | +8.5% | -2.4% | +10.9% | +8.8% |
| 3M | +16.0% | +19.0% | -2.9% | +12.0% |
| 6M | +9.3% | +26.8% | -17.5% | +4.0% |
| YTD | +15.3% | +87.3% | -72.0% | +1.6% |
| 1Y | +14.4% | +92.3% | -77.9% | +0.1% |
| 3Y | +59.9% | +37.3% | +22.7% | +42.8% |
| 5Y | +69.4% | +73.2% | -3.8% | +36.1% |
| 10Y | +299.5% | -0.9% | +300.4% | +190.5% |
| All | +7,384.4% | +145.2% | +7,239.3% | +4,881.3% |
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 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