+506.6%
APP vs CCL
+11.4%
+495.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +61.1% | +5.8% | +55.3% | +56.3% |
| 30D | +42.8% | +17.3% | +25.5% | +32.0% |
| 3M | +16.7% | +11.3% | +5.3% | +9.5% |
| 6M | -15.6% | +18.5% | -34.0% | -23.3% |
| YTD | -41.3% | +2.8% | -44.1% | -44.0% |
| 1Y | -39.3% | +16.7% | -56.0% | -45.8% |
| 3Y | +803.2% | +146.0% | +657.2% | +457.2% |
| 5Y | +313.2% | +33.6% | +279.5% | +175.9% |
| All | +506.6% | +11.4% | +495.2% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling