-51.4%
CLF vs APD
+11.0%
-62.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.6% |
| 7D | -19.6% | -3.7% | -15.9% | -17.7% |
| 30D | -5.0% | +9.6% | -14.6% | -10.3% |
| 3M | -6.3% | +1.6% | -7.9% | -7.4% |
| 6M | +2.8% | +2.2% | +0.6% | +0.8% |
| YTD | -13.7% | +25.9% | -39.6% | -26.7% |
| 1Y | +13.6% | +20.1% | -6.6% | -1.3% |
| 3Y | -34.0% | +12.4% | -46.4% | -40.8% |
| All | -51.4% | +11.0% | -62.4% | -56.4% |
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 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