+520.8%
APP vs CCL
+11.2%
+509.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +48.9% | -1.5% | +50.5% | +49.1% |
| 30D | +49.4% | +16.5% | +33.0% | +38.6% |
| 3M | +27.0% | +11.2% | +15.8% | +19.3% |
| 6M | -15.4% | +22.6% | -38.0% | -24.2% |
| YTD | -39.9% | +2.6% | -42.5% | -42.7% |
| 1Y | -32.0% | +17.0% | -48.9% | -39.4% |
| 3Y | +824.3% | +145.5% | +678.8% | +470.7% |
| 5Y | +252.4% | +36.1% | +216.3% | +135.0% |
| All | +520.8% | +11.2% | +509.6% | +314.8% |
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