-5.6%
CLX vs APD
+36.4%
-42.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.5% |
| 7D | +14.2% | +3.8% | +10.4% | +13.6% |
| 30D | +22.7% | +14.1% | +8.6% | +20.9% |
| 3M | -2.8% | +8.2% | -11.0% | -3.7% |
| 6M | +17.7% | +7.5% | +10.1% | +17.0% |
| YTD | +3.3% | +31.7% | -28.3% | -1.5% |
| 1Y | -5.6% | +35.1% | -40.7% | -9.2% |
| All | -5.6% | +36.4% | -42.0% | -9.2% |
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