+121.7%
CMS vs APD
+185.9%
-64.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -1.3% | -3.7% | +2.4% | -0.2% |
| 30D | +6.3% | +9.6% | -3.3% | +3.5% |
| 3M | -2.1% | +1.6% | -3.7% | -2.6% |
| 6M | -5.1% | +2.2% | -7.3% | -6.1% |
| YTD | +1.3% | +25.9% | -24.6% | -6.3% |
| 1Y | -1.4% | +20.1% | -21.5% | -7.7% |
| 3Y | +36.9% | +12.4% | +24.5% | +27.4% |
| 5Y | +32.5% | +11.1% | +21.4% | +21.9% |
| All | +121.7% | +185.9% | -64.2% | +58.6% |
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