-35.1%
CLF vs APD
+13.4%
-48.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -11.0% |
| 7D | -21.0% | -0.7% | -20.2% | -20.7% |
| 30D | -8.0% | +10.1% | -18.1% | -11.7% |
| 3M | -10.9% | +4.9% | -15.8% | -12.8% |
| 6M | +5.8% | +2.5% | +3.4% | +4.5% |
| YTD | -15.1% | +27.8% | -42.9% | -24.3% |
| 1Y | +7.2% | +32.9% | -25.6% | -7.2% |
| All | -35.1% | +13.4% | -48.5% | -38.0% |
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