+71.0%
CME vs APD
+11.0%
+60.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +0.9% | -3.7% | +4.6% | +1.4% |
| 30D | +13.2% | +9.6% | +3.6% | +11.7% |
| 3M | +16.3% | +1.6% | +14.6% | +16.0% |
| 6M | +7.1% | +2.2% | +5.0% | +6.7% |
| YTD | +15.8% | +25.9% | -10.0% | +11.9% |
| 1Y | +17.1% | +20.1% | -3.1% | +13.7% |
| 3Y | +63.2% | +12.4% | +50.8% | +58.6% |
| All | +71.0% | +11.0% | +60.1% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling