+119.8%
CMI vs APD
+15.1%
+104.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -1.8% | -1.2% | -0.7% | -1.3% |
| 30D | -12.2% | +11.0% | -23.3% | -16.0% |
| 3M | -26.5% | +2.6% | -29.1% | -27.5% |
| 6M | -33.6% | +4.8% | -38.4% | -35.3% |
| YTD | -8.3% | +31.0% | -39.3% | -19.3% |
| 1Y | -1.3% | +23.4% | -24.6% | -11.1% |
| 3Y | +124.8% | +28.4% | +96.4% | +95.9% |
| All | +119.8% | +15.1% | +104.7% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling