+459.7%
CMS vs APD
+6,115.6%
-5,656.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 6M | -11.0% | +11.2% | -22.2% | -14.1% |
| YTD | +0.2% | +24.4% | -24.2% | -6.6% |
| 1Y | -1.3% | +6.7% | -8.0% | -4.3% |
| 3Y | +35.9% | +9.2% | +26.7% | +28.1% |
| 5Y | +23.1% | +27.4% | -4.3% | +9.2% |
| 10Y | +117.9% | +164.8% | -46.9% | +52.4% |
| All | +459.7% | +6,115.6% | -5,656.0% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling