+299.5%
CME vs APD
+192.6%
+106.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.1% |
| 7D | -0.6% | -1.6% | +1.0% | -0.1% |
| 30D | +8.5% | +10.6% | -2.1% | +4.9% |
| 3M | +16.0% | +2.5% | +13.5% | +14.9% |
| 6M | +9.3% | +6.0% | +3.4% | +6.8% |
| YTD | +15.3% | +28.4% | -13.1% | +4.8% |
| 1Y | +14.4% | +22.2% | -7.7% | +5.6% |
| 3Y | +59.9% | +26.6% | +33.4% | +39.6% |
| 5Y | +69.4% | +11.8% | +57.7% | +52.0% |
| 10Y | +299.5% | +187.8% | +111.7% | +101.6% |
| All | +299.5% | +192.6% | +106.9% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling