+4,100.0%
CMG vs APA
-13.5%
+4,113.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | -2.8% | +0.5% | -3.4% | -2.9% |
| 30D | +7.1% | +23.4% | -16.3% | +3.2% |
| 3M | +31.2% | +12.7% | +18.5% | +27.7% |
| 6M | +0.7% | +39.4% | -38.7% | -6.4% |
| YTD | -0.1% | +79.0% | -79.1% | -11.4% |
| 1Y | -10.7% | +88.8% | -99.6% | -22.1% |
| 3Y | -4.7% | +6.4% | -11.0% | -10.8% |
| 5Y | -3.8% | +153.0% | -156.7% | -26.8% |
| 10Y | +352.5% | +7.5% | +344.9% | +224.2% |
| All | +4,100.0% | -13.5% | +4,113.5% | +2,283.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling