+35.9%
APA vs CLBK
+63.3%
-27.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -5.5% | +2.9% | -8.4% | -7.1% |
| 30D | -1.2% | +5.4% | -6.5% | -4.2% |
| 3M | +10.6% | +5.8% | +4.8% | +6.5% |
| 6M | +28.4% | +28.9% | -0.5% | +9.3% |
| YTD | +89.7% | +61.8% | +27.9% | +38.3% |
| 1Y | +90.6% | +63.1% | +27.5% | +38.0% |
| 3Y | +36.9% | +55.3% | -18.4% | -4.1% |
| 5Y | +83.2% | +28.0% | +55.2% | +27.6% |
| All | +35.9% | +63.3% | -27.4% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling