+877.5%
APP vs CL
+38.6%
+838.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +48.9% | -0.8% | +49.7% | +48.5% |
| 30D | +49.4% | +9.5% | +39.9% | +56.2% |
| 3M | +27.0% | +6.8% | +20.2% | +31.1% |
| 6M | -15.4% | +14.3% | -29.7% | -9.4% |
| YTD | -39.9% | +27.0% | -66.9% | -32.1% |
| 1Y | -32.0% | +26.3% | -58.2% | -23.2% |
| All | +877.5% | +38.6% | +838.9% | +986.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling