+6.4%
APD vs CLBK
+69.8%
-63.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -2.5% | +1.1% | -3.6% | -2.6% |
| 30D | -1.9% | +7.8% | -9.7% | -2.4% |
| 3M | +8.2% | +23.9% | -15.6% | +6.7% |
| 6M | +10.7% | +42.3% | -31.6% | +7.8% |
| YTD | +22.9% | +65.4% | -42.5% | +17.1% |
| All | +6.4% | +69.8% | -63.3% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling