+40.8%
APA vs CLBK
+63.6%
-22.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +5.1% | +2.2% | +2.9% | +3.8% |
| 30D | +0.3% | +5.0% | -4.7% | -2.6% |
| 3M | +15.6% | +3.3% | +12.4% | +13.0% |
| 6M | +28.9% | +29.6% | -0.7% | +9.3% |
| YTD | +96.6% | +62.1% | +34.4% | +43.2% |
| 1Y | +95.5% | +64.3% | +31.2% | +40.9% |
| 3Y | +41.8% | +55.6% | -13.8% | -0.7% |
| 5Y | +85.4% | +29.3% | +56.1% | +27.8% |
| All | +40.8% | +63.6% | -22.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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