+500.0%
APP vs CL
+38.7%
+461.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.0% | +9.5% |
| 7D | +71.2% | +1.3% | +69.9% | +71.6% |
| 30D | +39.1% | +11.4% | +27.7% | +41.9% |
| 3M | +16.5% | +4.4% | +12.1% | +17.5% |
| 6M | -16.6% | +10.8% | -27.3% | -14.8% |
| YTD | -41.9% | +25.1% | -67.1% | -40.0% |
| 1Y | -37.0% | +28.0% | -65.0% | -34.9% |
| 3Y | +892.4% | +37.6% | +854.8% | +866.5% |
| 5Y | +297.3% | +39.7% | +257.6% | +279.3% |
| All | +500.0% | +38.7% | +461.4% | +473.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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