-3.3%
CLX vs APTV
-15.8%
+12.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.0% |
| 7D | -5.9% | -1.8% | -4.0% | -5.8% |
| 30D | -17.0% | -7.9% | -9.1% | -16.8% |
| 3M | -9.6% | -29.9% | +20.3% | -8.6% |
| 6M | -21.5% | -36.6% | +15.1% | -20.5% |
| YTD | -8.8% | -40.0% | +31.1% | -7.5% |
| 1Y | -24.7% | -44.0% | +19.3% | -23.4% |
| 3Y | -35.6% | -54.5% | +18.9% | -34.5% |
| 5Y | -37.6% | -68.8% | +31.2% | -36.8% |
| All | -3.3% | -15.8% | +12.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling