+129.6%
APD vs CLBK
+62.6%
+67.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -0.2% | +2.4% | -2.7% | -0.9% |
| 30D | +11.0% | +4.9% | +6.1% | +9.5% |
| 3M | +1.3% | +5.3% | -4.0% | -0.3% |
| 6M | +6.4% | +28.3% | -22.0% | -1.4% |
| YTD | +28.9% | +61.1% | -32.2% | +11.3% |
| 1Y | +23.2% | +62.4% | -39.1% | +6.1% |
| 3Y | +26.3% | +54.7% | -28.3% | +6.8% |
| 5Y | +12.0% | +27.4% | -15.4% | -3.8% |
| All | +129.6% | +62.6% | +67.0% | +71.9% |
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