-7.6%
CMG vs APA
+12.6%
-20.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -2.6% |
| 7D | -6.5% | +0.3% | -6.8% | -6.5% |
| 30D | +12.1% | +9.3% | +2.8% | +11.7% |
| 3M | +20.6% | +23.3% | -2.8% | +19.6% |
| 6M | +2.1% | +39.5% | -37.4% | -0.5% |
| YTD | -2.6% | +87.6% | -90.2% | -7.8% |
| 1Y | -8.7% | +114.2% | -122.9% | -14.9% |
| All | -7.6% | +12.6% | -20.2% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling