+324.6%
CMG vs APD
+191.6%
+133.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -0.6% | +2.2% | -2.8% | -1.3% |
| 30D | +15.9% | +9.4% | +6.5% | +12.6% |
| 3M | +7.8% | +4.7% | +3.1% | +6.1% |
| 6M | +7.7% | +5.5% | +2.2% | +5.5% |
| YTD | -4.9% | +31.4% | -36.4% | -13.8% |
| 1Y | +12.3% | +24.1% | -11.8% | +3.6% |
| 3Y | -17.1% | +28.8% | -45.8% | -26.1% |
| 5Y | -5.6% | +15.8% | -21.4% | -14.9% |
| All | +324.6% | +191.6% | +133.0% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling