+2,336.0%
CLX vs APD
+6,115.6%
-3,779.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -9.2% | -2.2% | -7.0% | -8.7% |
| 30D | -11.0% | +2.1% | -13.1% | -11.5% |
| 3M | +5.0% | +7.2% | -2.1% | +3.0% |
| 6M | -18.8% | +11.2% | -30.1% | -21.3% |
| YTD | -4.4% | +24.4% | -28.8% | -10.0% |
| 1Y | -21.9% | +6.7% | -28.5% | -23.8% |
| 3Y | -32.8% | +9.2% | -42.0% | -35.9% |
| 5Y | -34.6% | +27.4% | -61.9% | -40.7% |
| 10Y | -4.7% | +164.8% | -169.5% | -31.0% |
| All | +2,336.0% | +6,115.6% | -3,779.6% | +538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling