+500.0%
APP vs CCL
+7.2%
+492.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.7% |
| 7D | +71.2% | +3.1% | +68.1% | +67.7% |
| 30D | +39.1% | +13.7% | +25.4% | +30.3% |
| 3M | +16.5% | +3.8% | +12.7% | +12.9% |
| 6M | -16.6% | +9.3% | -25.8% | -21.4% |
| YTD | -41.9% | -1.1% | -40.9% | -43.7% |
| 1Y | -37.0% | +14.6% | -51.6% | -43.4% |
| 3Y | +892.4% | +146.4% | +746.0% | +512.1% |
| 5Y | +297.3% | +21.9% | +275.4% | +172.1% |
| All | +500.0% | +7.2% | +492.8% | +307.2% |
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