+37.7%
CMI vs APD
+5.6%
+32.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +0.8% | -3.5% | +4.3% | +1.5% |
| 30D | -12.8% | -5.1% | -7.7% | -11.9% |
| 3M | -12.4% | +6.9% | -19.3% | -14.5% |
| 6M | -0.9% | +8.1% | -8.9% | -3.3% |
| YTD | +8.9% | +21.2% | -12.4% | +2.7% |
| 1Y | +37.7% | +4.9% | +32.8% | +33.3% |
| All | +37.7% | +5.6% | +32.1% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling