+0.4%
CMS vs APD
+36.4%
-36.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | +4.1% | +3.8% | +0.3% | +3.8% |
| 30D | +10.9% | +14.1% | -3.3% | +10.1% |
| 3M | -0.2% | +8.2% | -8.4% | -0.8% |
| 6M | -4.7% | +7.5% | -12.3% | -4.9% |
| YTD | +3.9% | +31.7% | -27.8% | +2.2% |
| 1Y | +0.4% | +35.1% | -34.7% | -1.0% |
| All | +0.4% | +36.4% | -36.0% | -1.0% |
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