+37.6%
CL vs APD
+11.7%
+25.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +1.3% | -3.7% | +5.0% | +2.0% |
| 30D | +11.4% | +9.6% | +1.7% | +9.8% |
| 3M | +4.4% | +1.6% | +2.8% | +4.2% |
| 6M | +10.8% | +2.2% | +8.6% | +10.4% |
| YTD | +25.1% | +25.9% | -0.7% | +20.4% |
| 1Y | +28.0% | +20.1% | +7.8% | +23.9% |
| 3Y | +37.6% | +12.4% | +25.2% | +33.4% |
| All | +37.6% | +11.7% | +25.9% | +33.4% |
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