-21.9%
CLX vs APD
+6.0%
-27.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -9.2% | -2.2% | -7.0% | -9.1% |
| 30D | -11.0% | +2.1% | -13.1% | -11.2% |
| 3M | +5.0% | +7.2% | -2.1% | +4.7% |
| 6M | -18.8% | +11.2% | -30.1% | -20.0% |
| YTD | -4.4% | +24.4% | -28.8% | -7.9% |
| 1Y | -21.9% | +6.7% | -28.5% | -23.7% |
| All | -21.9% | +6.0% | -27.9% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling