+115.4%
CMS vs APD
+164.4%
-49.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +1.0% |
| 30D | -3.6% | +2.1% | -5.7% | -4.3% |
| 3M | -1.9% | +7.2% | -9.1% | -4.3% |
| 6M | -11.0% | +11.2% | -22.2% | -14.2% |
| YTD | +0.2% | +24.4% | -24.2% | -7.0% |
| 1Y | -1.3% | +6.7% | -8.0% | -4.3% |
| 3Y | +35.9% | +9.2% | +26.7% | +27.6% |
| 5Y | +23.1% | +27.4% | -4.3% | +6.9% |
| All | +115.4% | +164.4% | -49.0% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling