+76.3%
CL vs APD
+192.6%
-116.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.8% |
| 7D | +0.5% | -1.6% | +2.1% | +1.0% |
| 30D | +11.6% | +10.6% | +1.0% | +8.4% |
| 3M | +5.6% | +2.5% | +3.1% | +4.8% |
| 6M | +13.2% | +6.0% | +7.2% | +10.9% |
| YTD | +26.9% | +28.4% | -1.5% | +16.9% |
| 1Y | +27.3% | +22.2% | +5.2% | +18.9% |
| 3Y | +39.7% | +26.6% | +13.1% | +26.0% |
| 5Y | +41.3% | +11.8% | +29.6% | +30.6% |
| 10Y | +76.3% | +187.8% | -111.5% | +17.9% |
| All | +76.3% | +192.6% | -116.3% | +17.9% |
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