+1,763.7%
CLS vs APD
+11.0%
+1,752.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -22.2% | -3.7% | -18.5% | -21.2% |
| 30D | -44.4% | +9.6% | -54.0% | -46.1% |
| 3M | -34.3% | +1.6% | -35.9% | -35.0% |
| 6M | -50.1% | +2.2% | -52.2% | -50.9% |
| YTD | -30.1% | +25.9% | -55.9% | -37.1% |
| 1Y | -39.3% | +20.1% | -59.5% | -44.7% |
| 3Y | +732.7% | +12.4% | +720.3% | +671.3% |
| All | +1,763.7% | +11.0% | +1,752.7% | +1,677.1% |
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 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