-6.7%
CMG vs APA
+111.4%
-118.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | -3.8% | +0.8% | -4.6% | -3.8% |
| 30D | +12.9% | +9.6% | +3.3% | +13.7% |
| 3M | +18.8% | +18.0% | +0.8% | +20.9% |
| 6M | +4.1% | +41.9% | -37.8% | +3.6% |
| YTD | -2.4% | +86.3% | -88.7% | -5.0% |
| 1Y | -6.7% | +97.9% | -104.5% | -8.9% |
| All | -6.7% | +111.4% | -118.1% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling