+3,269.5%
CLS vs APD
+27.6%
+3,241.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +4.6% | -2.2% | +6.8% | +5.2% |
| 30D | -13.9% | +2.1% | -16.0% | -14.9% |
| 3M | -26.6% | +7.2% | -33.7% | -29.0% |
| 6M | +15.4% | +11.2% | +4.2% | +9.7% |
| YTD | +5.7% | +24.4% | -18.7% | -4.5% |
| 1Y | +41.1% | +6.7% | +34.5% | +35.2% |
| 3Y | +1,228.6% | +9.2% | +1,219.3% | +1,148.0% |
| All | +3,269.5% | +27.6% | +3,241.9% | +2,599.8% |
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