+527.5%
APP vs CCL
+5.9%
+521.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +4.6% | -1.2% | +5.8% | +5.1% |
| 30D | +56.0% | +13.1% | +42.9% | +46.5% |
| 3M | +30.8% | +3.4% | +27.5% | +26.9% |
| 6M | -9.8% | +18.7% | -28.5% | -18.0% |
| YTD | -39.3% | -2.3% | -37.0% | -40.8% |
| 1Y | -26.4% | +14.2% | -40.6% | -33.9% |
| 3Y | +887.9% | +133.6% | +754.3% | +523.5% |
| 5Y | +264.1% | +33.5% | +230.6% | +147.0% |
| All | +527.5% | +5.9% | +521.5% | +328.2% |
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