-22.6%
CLX vs APD
+16.4%
-39.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +9.5% | +3.8% | +5.7% | +8.7% |
| 30D | +30.7% | +8.2% | +22.5% | +28.6% |
| 3M | +4.2% | +4.3% | 0.0% | +3.3% |
| 6M | +22.1% | +4.7% | +17.4% | +20.8% |
| YTD | +14.1% | +31.5% | -17.5% | +7.0% |
| 1Y | +10.3% | +23.5% | -13.2% | +4.8% |
| 3Y | -7.8% | +29.1% | -36.9% | -14.2% |
| All | -22.6% | +16.4% | -39.1% | -23.4% |
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