+26.1%
APD vs CLBK
+43.5%
-17.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | -1.9% | +7.8% | -9.7% | -3.1% |
| 3M | +8.2% | +23.9% | -15.6% | +4.4% |
| 6M | +10.7% | +42.3% | -31.6% | +4.3% |
| YTD | +22.9% | +65.4% | -42.5% | +12.5% |
| 1Y | +5.8% | +70.3% | -64.5% | -3.8% |
| 3Y | +7.8% | +54.5% | -46.7% | -2.0% |
| 5Y | +26.1% | +43.1% | -17.0% | +13.5% |
| All | +26.1% | +43.5% | -17.4% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling