+11.7%
CMI vs APA
+107.6%
-96.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.9% | +1.1% | -6.2% |
| 7D | -11.2% | -13.0% | +1.7% | -12.0% |
| 30D | -9.8% | +2.0% | -11.8% | -9.6% |
| 3M | -25.5% | +24.9% | -50.4% | -23.8% |
| 6M | -27.7% | +7.2% | -34.8% | -26.6% |
| YTD | -6.6% | +87.1% | -93.7% | -13.6% |
| 1Y | +11.7% | +107.2% | -95.5% | +0.5% |
| All | +11.7% | +107.6% | -96.0% | +0.5% |
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 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