+136.2%
CMS vs APD
+191.6%
-55.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.3% | +2.2% | -3.4% | -1.9% |
| 30D | +5.3% | +9.4% | -4.2% | +2.5% |
| 3M | -0.3% | +4.7% | -5.0% | -1.8% |
| 6M | -4.0% | +5.5% | -9.5% | -5.9% |
| YTD | +2.1% | +31.4% | -29.3% | -6.7% |
| 1Y | -4.7% | +24.1% | -28.8% | -11.6% |
| 3Y | +36.8% | +28.8% | +8.0% | +22.0% |
| 5Y | +34.9% | +15.8% | +19.1% | +22.5% |
| All | +136.2% | +191.6% | -55.4% | +60.4% |
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