+3,038.3%
CLS vs APTV
-21.3%
+3,059.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.3% |
| 7D | +20.1% | -1.2% | +21.3% | +20.6% |
| 30D | +6.0% | -10.6% | +16.7% | +11.3% |
| 3M | -10.3% | -35.0% | +24.7% | +7.8% |
| 6M | +24.5% | -38.9% | +63.4% | +53.5% |
| YTD | +12.9% | -41.5% | +54.4% | +40.8% |
| 1Y | +36.7% | -45.8% | +82.5% | +76.2% |
| 3Y | +1,328.1% | -55.7% | +1,383.8% | +1,822.7% |
| 5Y | +3,682.3% | -70.1% | +3,752.4% | +5,802.1% |
| 10Y | +3,038.3% | -19.1% | +3,057.4% | +3,121.6% |
| All | +3,038.3% | -21.3% | +3,059.6% | +3,121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling