+803.3%
APP vs CL
+41.3%
+762.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.1% | +31.1% | +31.0% |
| 7D | +39.7% | +5.9% | +33.8% | +43.4% |
| 30D | +27.7% | +13.8% | +14.0% | +35.7% |
| 3M | -14.8% | +6.4% | -21.2% | -12.3% |
| 6M | -25.5% | +15.6% | -41.1% | -19.8% |
| YTD | -47.2% | +27.9% | -75.0% | -40.2% |
| 1Y | -42.3% | +31.4% | -73.7% | -33.9% |
| All | +803.3% | +41.3% | +762.0% | +906.2% |
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