+391.7%
APP vs CCL
-15.2%
+406.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | -5.0% | +5.9% | +3.3% |
| 30D | -23.3% | -20.3% | -2.9% | -14.8% |
| 3M | -42.6% | -15.1% | -27.5% | -38.4% |
| 6M | -33.6% | -15.1% | -18.5% | -29.9% |
| YTD | -52.4% | -21.8% | -30.6% | -48.0% |
| 1Y | -35.9% | -24.8% | -11.1% | -29.7% |
| 3Y | +642.2% | +51.9% | +590.3% | +473.3% |
| 5Y | +311.1% | +4.0% | +307.0% | +212.9% |
| All | +391.7% | -15.2% | +406.9% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling