+35.4%
CMS vs APD
+15.3%
+20.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +8.6% | +10.1% | -1.5% | +6.6% |
| 3M | -0.5% | +4.9% | -5.4% | -1.5% |
| 6M | -4.2% | +2.5% | -6.6% | -4.8% |
| YTD | +3.4% | +27.8% | -24.3% | -2.1% |
| 1Y | +0.4% | +32.9% | -32.4% | -6.1% |
| 3Y | +38.2% | +13.4% | +24.8% | +31.6% |
| 5Y | +35.4% | +12.8% | +22.6% | +27.5% |
| All | +35.4% | +15.3% | +20.1% | +27.5% |
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