-2.6%
APA vs CLX
-3.8%
+1.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +2.6% |
| 7D | +0.3% | -4.9% | +5.2% | -0.5% |
| 30D | +9.3% | -15.8% | +25.1% | +6.3% |
| 3M | +23.3% | -7.9% | +31.3% | +22.1% |
| 6M | +39.5% | -19.0% | +58.5% | +36.6% |
| YTD | +87.6% | -7.9% | +95.6% | +87.2% |
| 1Y | +114.2% | -25.4% | +139.6% | +107.1% |
| 3Y | +13.6% | -35.0% | +48.6% | +7.9% |
| 5Y | +175.6% | -36.8% | +212.4% | +160.9% |
| 10Y | -2.6% | -1.4% | -1.2% | -4.3% |
| All | -2.6% | -3.8% | +1.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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