-35.7%
CLX vs APTV
-69.4%
+33.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -1.3% |
| 7D | -3.5% | +2.0% | -5.5% | -3.7% |
| 30D | -11.9% | -7.7% | -4.2% | -11.4% |
| 3M | -2.6% | -34.0% | +31.4% | 0.0% |
| 6M | -18.2% | -37.1% | +18.9% | -16.0% |
| YTD | -5.9% | -39.9% | +34.0% | -3.1% |
| 1Y | -23.8% | -44.4% | +20.6% | -21.1% |
| 3Y | -33.6% | -54.5% | +20.9% | -30.5% |
| 5Y | -35.7% | -69.1% | +33.4% | -34.2% |
| All | -35.7% | -69.4% | +33.7% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling