+10.0%
APD vs CLBK
+24.6%
-14.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | +9.6% | +2.9% | +6.7% | +9.1% |
| 3M | +1.6% | +3.0% | -1.3% | +1.1% |
| 6M | +2.2% | +27.3% | -25.1% | -2.0% |
| YTD | +25.9% | +58.0% | -32.1% | +16.1% |
| 1Y | +20.1% | +62.4% | -42.2% | +10.2% |
| 3Y | +12.4% | +46.9% | -34.5% | +3.1% |
| All | +10.0% | +24.6% | -14.6% | -0.3% |
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