+732.7%
CLS vs APD
+11.7%
+721.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -22.2% | -3.7% | -18.5% | -21.8% |
| 30D | -44.4% | +9.6% | -54.0% | -45.1% |
| 3M | -34.3% | +1.6% | -35.9% | -34.6% |
| 6M | -50.1% | +2.2% | -52.2% | -50.5% |
| YTD | -30.1% | +25.9% | -55.9% | -33.9% |
| 1Y | -39.3% | +20.1% | -59.5% | -42.3% |
| 3Y | +732.7% | +12.4% | +720.3% | +710.0% |
| All | +732.7% | +11.7% | +721.0% | +710.0% |
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 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