-46.0%
CLF vs APD
+12.1%
-58.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +4.9% | +5.7% |
| 7D | -14.1% | -1.6% | -12.5% | -13.2% |
| 30D | -5.5% | +10.6% | -16.1% | -11.3% |
| 3M | 0.0% | +2.5% | -2.5% | -1.7% |
| 6M | +11.3% | +6.0% | +5.3% | +6.7% |
| YTD | -7.7% | +28.4% | -36.1% | -22.6% |
| 1Y | +17.5% | +22.2% | -4.6% | +1.2% |
| 3Y | -25.4% | +26.6% | -52.0% | -38.5% |
| 5Y | -46.0% | +11.8% | -57.7% | -51.0% |
| All | -46.0% | +12.1% | -58.1% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling