+2,005.0%
CLS vs APTV
-77.2%
+2,082.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +2.8% | -8.9% | +11.7% | +7.1% |
| 30D | -30.1% | -9.5% | -20.6% | -27.3% |
| 3M | -21.7% | -20.6% | -1.2% | -14.4% |
| 6M | -36.2% | -28.9% | -7.4% | -27.1% |
| YTD | -17.8% | -48.2% | +30.4% | +5.9% |
| 1Y | -26.8% | -51.7% | +24.9% | -2.7% |
| 3Y | +853.4% | -48.1% | +901.5% | +1,060.8% |
| 5Y | +2,005.0% | -76.7% | +2,081.7% | +3,451.5% |
| All | +2,005.0% | -77.2% | +2,082.2% | +3,451.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling