+24.9%
CLX vs APD
+192.6%
-167.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.5% | +5.1% |
| 7D | +17.4% | -1.6% | +19.0% | +17.8% |
| 30D | +27.8% | +10.6% | +17.2% | +25.1% |
| 3M | +3.0% | +2.5% | +0.5% | +2.4% |
| 6M | +17.5% | +6.0% | +11.6% | +15.8% |
| YTD | +10.0% | +28.4% | -18.5% | +3.6% |
| 1Y | +3.3% | +22.2% | -18.9% | -1.7% |
| 3Y | -10.1% | +26.6% | -36.7% | -16.2% |
| 5Y | -23.7% | +11.8% | -35.5% | -28.2% |
| 10Y | +24.9% | +187.8% | -162.9% | -7.8% |
| All | +24.9% | +192.6% | -167.7% | -7.8% |
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