-2.5%
CLX vs APD
+161.1%
-163.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.5% | -2.5% | -1.1% | -3.0% |
| 30D | -11.9% | -1.9% | -10.0% | -11.5% |
| 3M | -2.6% | +8.2% | -10.9% | -4.4% |
| 6M | -18.2% | +10.7% | -28.9% | -20.3% |
| YTD | -5.9% | +22.9% | -28.8% | -10.6% |
| 1Y | -23.8% | +5.8% | -29.6% | -25.3% |
| 3Y | -33.6% | +7.8% | -41.4% | -36.0% |
| 5Y | -35.7% | +26.1% | -61.8% | -41.1% |
| 10Y | -2.5% | +163.7% | -166.2% | -28.2% |
| All | -2.5% | +161.1% | -163.6% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling