+117.1%
APD vs CLBK
+64.7%
+52.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -4.6% | -1.5% | -3.1% | -4.2% |
| 30D | -4.2% | +6.7% | -10.9% | -6.0% |
| 3M | +5.0% | +21.2% | -16.2% | -0.8% |
| 6M | +8.9% | +42.0% | -33.0% | -1.9% |
| YTD | +21.9% | +63.3% | -41.4% | +5.0% |
| 1Y | +5.6% | +65.4% | -59.8% | -9.8% |
| 3Y | +6.9% | +52.5% | -45.6% | -9.1% |
| 5Y | +25.3% | +42.0% | -16.6% | +1.9% |
| All | +117.1% | +64.7% | +52.4% | +62.1% |
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