+114.8%
CMI vs APA
+94.1%
+20.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +0.5% | +8.5% | -8.1% | -1.1% |
| 30D | -14.0% | +2.8% | -16.8% | -14.6% |
| 3M | -28.1% | +21.7% | -49.9% | -31.1% |
| 6M | -35.8% | +32.6% | -68.5% | -40.0% |
| YTD | -10.5% | +103.7% | -114.2% | -25.7% |
| 1Y | -1.9% | +101.8% | -103.7% | -18.5% |
| 3Y | +121.0% | +48.1% | +72.9% | +86.7% |
| All | +114.8% | +94.1% | +20.8% | +62.5% |
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 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