-47.8%
CLF vs APTV
-67.9%
+20.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +0.4% |
| 7D | +7.6% | +4.8% | +2.8% | +5.3% |
| 30D | -1.2% | +2.0% | -3.2% | -2.2% |
| 3M | -13.4% | -34.2% | +20.9% | +3.4% |
| 6M | +15.4% | -34.7% | +50.1% | +36.6% |
| YTD | -5.9% | -37.0% | +31.1% | +12.3% |
| 1Y | +18.8% | -40.4% | +59.2% | +45.5% |
| 3Y | -19.4% | -54.1% | +34.7% | +7.6% |
| All | -47.8% | -67.9% | +20.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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