+89.6%
CL vs APD
+191.9%
-102.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.2% | +3.8% | -0.6% | +2.1% |
| 30D | +8.0% | +8.2% | -0.2% | +5.6% |
| 3M | +7.9% | +4.3% | +3.6% | +6.5% |
| 6M | +14.7% | +4.7% | +10.0% | +12.9% |
| YTD | +29.2% | +31.5% | -2.4% | +18.1% |
| 1Y | +29.5% | +23.5% | +6.0% | +20.5% |
| 3Y | +40.7% | +29.1% | +11.5% | +26.1% |
| 5Y | +43.9% | +15.9% | +28.0% | +31.3% |
| All | +89.6% | +191.9% | -102.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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