+848.2%
CLS vs APD
+29.2%
+819.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.4% |
| 7D | +2.8% | -1.2% | +3.9% | +3.0% |
| 30D | -30.1% | +11.0% | -41.1% | -31.1% |
| 3M | -21.7% | +2.6% | -24.3% | -22.1% |
| 6M | -36.2% | +4.8% | -41.1% | -37.0% |
| YTD | -17.8% | +31.0% | -48.8% | -23.1% |
| 1Y | -26.8% | +23.4% | -50.2% | -30.7% |
| All | +848.2% | +29.2% | +819.0% | +824.1% |
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