+2,730.9%
CLX vs APD
+6,342.2%
-3,611.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +13.6% | -0.2% | +13.9% | +13.7% |
| 30D | +29.1% | +11.0% | +18.0% | +25.8% |
| 3M | +1.6% | +1.3% | +0.3% | +1.3% |
| 6M | +18.7% | +6.4% | +12.4% | +16.6% |
| YTD | +11.1% | +28.9% | -17.8% | +3.7% |
| 1Y | +7.0% | +23.2% | -16.2% | +0.9% |
| 3Y | -10.0% | +26.3% | -36.3% | -16.9% |
| 5Y | -22.6% | +12.0% | -34.7% | -27.5% |
| 10Y | +29.3% | +183.2% | -153.8% | -7.8% |
| All | +2,730.9% | +6,342.2% | -3,611.2% | +635.7% |
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