+1,284.2%
CLS vs APTV
-56.4%
+1,340.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.1% |
| 7D | +20.1% | -1.2% | +21.3% | +20.5% |
| 30D | +6.0% | -10.6% | +16.7% | +10.2% |
| 3M | -10.3% | -35.0% | +24.7% | +4.6% |
| 6M | +24.5% | -38.9% | +63.4% | +48.1% |
| YTD | +12.9% | -41.5% | +54.4% | +35.4% |
| 1Y | +36.7% | -45.8% | +82.5% | +68.3% |
| All | +1,284.2% | -56.4% | +1,340.7% | +1,609.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling