+528.8%
APP vs CCL
+11.7%
+517.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +3.0% |
| 7D | +79.2% | +3.1% | +76.1% | +75.7% |
| 30D | +48.0% | +17.5% | +30.5% | +36.7% |
| 3M | +18.2% | +6.8% | +11.4% | +13.1% |
| 6M | -12.5% | +18.7% | -31.2% | -20.5% |
| YTD | -39.2% | +3.0% | -42.2% | -42.0% |
| 1Y | -33.9% | +17.7% | -51.6% | -41.2% |
| 3Y | +933.3% | +155.6% | +777.7% | +527.4% |
| 5Y | +295.9% | +30.2% | +265.7% | +165.4% |
| All | +528.8% | +11.7% | +517.2% | +319.3% |
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