-17.5%
CLF vs APD
+9.1%
-26.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +7.6% | -2.2% | +9.8% | +8.6% |
| 30D | -1.2% | +2.1% | -3.3% | -2.2% |
| 3M | -13.4% | +7.2% | -20.5% | -16.1% |
| 6M | +15.4% | +11.2% | +4.2% | +9.7% |
| YTD | -5.9% | +24.4% | -30.3% | -15.3% |
| 1Y | +18.8% | +6.7% | +12.2% | +14.9% |
| All | -17.5% | +9.1% | -26.7% | -20.4% |
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