+5,435.1%
CL vs APD
+6,285.2%
-850.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.9% | +0.8% |
| 7D | +5.9% | -0.7% | +6.7% | +6.2% |
| 30D | +13.8% | +10.1% | +3.6% | +10.7% |
| 3M | +6.4% | +4.9% | +1.5% | +4.9% |
| 6M | +15.6% | +2.5% | +13.2% | +14.5% |
| YTD | +27.9% | +27.8% | +0.1% | +18.5% |
| 1Y | +31.4% | +32.9% | -1.5% | +20.0% |
| 3Y | +41.4% | +13.4% | +28.0% | +32.3% |
| 5Y | +42.8% | +12.8% | +30.0% | +32.0% |
| 10Y | +79.7% | +194.6% | -114.9% | +22.5% |
| All | +5,435.1% | +6,285.2% | -850.1% | +1,020.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling