+28.2%
APA vs CLBK
+67.9%
-39.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.5% | +1.2% | -0.7% | -0.2% |
| 30D | +23.4% | +9.1% | +14.3% | +17.1% |
| 3M | +12.7% | +27.7% | -15.0% | -3.0% |
| 6M | +39.4% | +40.8% | -1.4% | +12.0% |
| YTD | +79.0% | +66.4% | +12.6% | +28.8% |
| 1Y | +88.8% | +72.4% | +16.5% | +31.6% |
| 3Y | +6.4% | +50.7% | -44.3% | -23.6% |
| 5Y | +153.0% | +42.9% | +110.0% | +58.3% |
| All | +28.2% | +67.9% | -39.7% | -18.4% |
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