+19.1%
CLX vs APD
+185.9%
-166.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +13.6% | -3.7% | +17.3% | +14.5% |
| 30D | +23.4% | +9.6% | +13.7% | +21.0% |
| 3M | -2.8% | +1.6% | -4.5% | -3.2% |
| 6M | +14.0% | +2.2% | +11.8% | +13.2% |
| YTD | +4.2% | +25.9% | -21.7% | -1.5% |
| 1Y | -1.2% | +20.1% | -21.3% | -5.6% |
| 3Y | -12.7% | +12.4% | -25.1% | -16.7% |
| 5Y | -26.5% | +11.1% | -37.6% | -30.7% |
| All | +19.1% | +185.9% | -166.8% | -10.6% |
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