+333.0%
APP vs CCL
+5.2%
+327.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | -5.0% | +5.9% | +3.4% |
| 30D | -23.3% | -20.3% | -2.9% | -14.4% |
| 3M | -42.6% | -15.1% | -27.5% | -38.2% |
| 6M | -33.6% | -15.1% | -18.5% | -29.8% |
| YTD | -52.4% | -21.8% | -30.6% | -47.8% |
| 1Y | -35.9% | -24.8% | -11.1% | -29.5% |
| 3Y | +642.2% | +51.9% | +590.3% | +463.8% |
| All | +333.0% | +5.2% | +327.7% | +220.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling