+378.5%
APP vs CCL
-16.3%
+394.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | -10.0% | -20.0% | +9.9% | -0.6% |
| 3M | -44.6% | -13.7% | -31.0% | -41.0% |
| 6M | -37.9% | -9.0% | -28.8% | -36.4% |
| YTD | -53.7% | -22.8% | -30.9% | -49.0% |
| 1Y | -43.0% | -25.3% | -17.7% | -37.3% |
| 3Y | +640.8% | +54.1% | +586.7% | +468.8% |
| 5Y | +358.8% | +3.5% | +355.4% | +250.6% |
| All | +378.5% | -16.3% | +394.9% | +268.7% |
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