-26.9%
CLX vs APD
+11.0%
-37.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +13.6% | -3.7% | +17.3% | +14.4% |
| 30D | +23.4% | +9.6% | +13.7% | +21.1% |
| 3M | -2.8% | +1.6% | -4.5% | -3.2% |
| 6M | +14.0% | +2.2% | +11.8% | +13.3% |
| YTD | +4.2% | +25.9% | -21.7% | -1.4% |
| 1Y | -1.2% | +20.1% | -21.3% | -5.5% |
| 3Y | -12.7% | +12.4% | -25.1% | -16.3% |
| All | -26.9% | +11.0% | -37.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling