+1,225.8%
CLS vs APD
+9.1%
+1,216.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +4.6% | -2.2% | +6.8% | +4.9% |
| 30D | -13.9% | +2.1% | -16.0% | -14.4% |
| 3M | -26.6% | +7.2% | -33.7% | -28.0% |
| 6M | +15.4% | +11.2% | +4.2% | +12.2% |
| YTD | +5.7% | +24.4% | -18.7% | -0.3% |
| 1Y | +41.1% | +6.7% | +34.5% | +39.3% |
| All | +1,225.8% | +9.1% | +1,216.6% | +1,216.2% |
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