+477.8%
CMS vs APD
+6,285.2%
-5,807.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.4% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | +8.6% | +10.1% | -1.5% | +5.6% |
| 3M | -0.5% | +4.9% | -5.4% | -2.0% |
| 6M | -4.2% | +2.5% | -6.6% | -5.3% |
| YTD | +3.4% | +27.8% | -24.3% | -4.4% |
| 1Y | +0.4% | +32.9% | -32.4% | -8.6% |
| 3Y | +38.2% | +13.4% | +24.8% | +28.8% |
| 5Y | +35.4% | +12.8% | +22.6% | +24.8% |
| 10Y | +131.7% | +194.6% | -62.9% | +57.1% |
| All | +477.8% | +6,285.2% | -5,807.4% | +77.8% |
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