+1,969.2%
CLS vs APO
+1,601.9%
+367.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -13.9% | +8.1% | -22.0% | -16.9% |
| 30D | -38.2% | +3.4% | -41.6% | -39.6% |
| 3M | -28.8% | -6.6% | -22.2% | -27.6% |
| 6M | -40.4% | -7.1% | -33.3% | -39.6% |
| YTD | -24.3% | -14.1% | -10.1% | -21.9% |
| 1Y | -35.0% | -4.7% | -30.3% | -36.0% |
| 3Y | +778.7% | +51.3% | +727.4% | +626.0% |
| 5Y | +1,884.8% | +82.7% | +1,802.1% | +1,386.7% |
| 10Y | +1,761.1% | +845.7% | +915.4% | +685.7% |
| All | +1,969.2% | +1,601.9% | +367.3% | +540.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 all: compounded portfolio wealth divided by compounded APO 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…
all analysis · Full analysis span regression · 6 months rolling