+34.4%
APA vs CLBK
+64.7%
-30.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.7% |
| 7D | +0.3% | -1.5% | +1.8% | +1.1% |
| 30D | +9.3% | +6.7% | +2.6% | +5.1% |
| 3M | +23.3% | +21.2% | +2.2% | +9.4% |
| 6M | +39.5% | +42.0% | -2.5% | +11.4% |
| YTD | +87.6% | +63.3% | +24.4% | +36.5% |
| 1Y | +114.2% | +65.4% | +48.9% | +53.1% |
| 3Y | +13.6% | +52.5% | -38.9% | -19.3% |
| 5Y | +175.6% | +42.0% | +133.6% | +71.8% |
| All | +34.4% | +64.7% | -30.3% | -13.6% |
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