+164.4%
CMI vs APA
+169.7%
-5.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | -12.8% | +9.6% | -22.4% | -14.4% |
| 3M | -12.4% | +18.0% | -30.4% | -15.8% |
| 6M | -0.9% | +41.9% | -42.7% | -9.9% |
| YTD | +8.9% | +86.3% | -77.5% | -7.7% |
| 1Y | +37.7% | +97.9% | -60.2% | +14.3% |
| 3Y | +148.9% | +12.8% | +136.1% | +122.7% |
| 5Y | +164.4% | +177.2% | -12.8% | +83.7% |
| All | +164.4% | +169.7% | -5.3% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling