+80.4%
CLF vs APD
+191.6%
-111.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.8% |
| 7D | +16.0% | +2.2% | +13.8% | +14.3% |
| 30D | +1.6% | +9.4% | -7.8% | -4.7% |
| 3M | +6.7% | +4.7% | +2.0% | +3.2% |
| 6M | +21.1% | +5.5% | +15.6% | +15.8% |
| YTD | -1.6% | +31.4% | -33.0% | -20.6% |
| 1Y | +18.5% | +24.1% | -5.6% | -1.1% |
| 3Y | -21.0% | +28.8% | -49.8% | -38.0% |
| 5Y | -41.4% | +15.8% | -57.2% | -50.7% |
| All | +80.4% | +191.6% | -111.2% | -31.2% |
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