+282.1%
CME vs APD
+161.1%
+121.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | +5.5% | -1.9% | +7.4% | +6.1% |
| 3M | +11.0% | +8.2% | +2.7% | +7.7% |
| 6M | -9.7% | +10.7% | -20.4% | -13.1% |
| YTD | +4.9% | +22.9% | -18.1% | -3.1% |
| 1Y | +10.1% | +5.8% | +4.3% | +6.7% |
| 3Y | +53.5% | +7.8% | +45.7% | +42.8% |
| 5Y | +77.2% | +26.1% | +51.1% | +47.6% |
| 10Y | +282.1% | +163.7% | +118.4% | +107.5% |
| All | +282.1% | +161.1% | +121.0% | +107.5% |
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