+6,781.2%
CME vs APD
+1,224.6%
+5,556.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -0.5% |
| 30D | +6.2% | +2.1% | +4.1% | +5.0% |
| 3M | +10.4% | +7.2% | +3.2% | +6.0% |
| 6M | -9.5% | +11.2% | -20.8% | -15.0% |
| YTD | +6.0% | +24.4% | -18.4% | -6.7% |
| 1Y | +9.3% | +6.7% | +2.6% | +3.3% |
| 3Y | +57.7% | +9.2% | +48.4% | +38.5% |
| 5Y | +77.7% | +27.4% | +50.3% | +37.0% |
| 10Y | +281.2% | +164.8% | +116.4% | +74.6% |
| All | +6,781.2% | +1,224.6% | +5,556.5% | +1,109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling