+321.2%
CMG vs APD
+168.7%
+152.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -3.8% | -3.5% | -0.4% | -2.7% |
| 30D | +12.9% | -5.1% | +18.0% | +14.9% |
| 3M | +18.8% | +6.9% | +11.9% | +16.1% |
| 6M | +4.1% | +8.1% | -4.0% | +0.9% |
| YTD | -2.4% | +21.2% | -23.6% | -9.1% |
| 1Y | -6.7% | +4.9% | -11.5% | -9.1% |
| 3Y | -7.1% | +6.3% | -13.4% | -11.8% |
| 5Y | -5.0% | +24.3% | -29.2% | -16.9% |
| All | +321.2% | +168.7% | +152.5% | +153.0% |
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