+40.7%
CL vs APD
+13.4%
+27.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.9% | +0.4% |
| 7D | +5.9% | -0.7% | +6.7% | +6.1% |
| 30D | +13.8% | +10.1% | +3.6% | +12.1% |
| 3M | +6.4% | +4.9% | +1.5% | +5.6% |
| 6M | +15.6% | +2.5% | +13.2% | +15.1% |
| YTD | +27.9% | +27.8% | +0.1% | +22.7% |
| 1Y | +31.4% | +32.9% | -1.5% | +25.3% |
| All | +40.7% | +13.4% | +27.3% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling