+7,496.8%
CME vs APA
+148.3%
+7,348.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +1.7% | -5.5% | +7.2% | +2.6% |
| 30D | +10.2% | -1.2% | +11.3% | +10.2% |
| 3M | +17.8% | +10.6% | +7.2% | +15.3% |
| 6M | +11.0% | +28.4% | -17.4% | +5.4% |
| YTD | +17.0% | +89.7% | -72.7% | +2.9% |
| 1Y | +15.8% | +90.6% | -74.8% | +1.5% |
| 3Y | +61.8% | +36.9% | +24.9% | +44.6% |
| 5Y | +72.5% | +83.2% | -10.7% | +37.0% |
| 10Y | +288.0% | -0.1% | +288.1% | +182.0% |
| All | +7,496.8% | +148.3% | +7,348.5% | +4,944.8% |
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