+653.5%
APP vs CL
+30.5%
+623.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +1.6% |
| 7D | +0.9% | -2.2% | +3.1% | -0.1% |
| 30D | -23.3% | -4.8% | -18.4% | -24.9% |
| 3M | -42.6% | +4.9% | -47.6% | -41.1% |
| 6M | -33.6% | -5.7% | -27.9% | -35.2% |
| YTD | -52.4% | +14.4% | -66.8% | -49.2% |
| 1Y | -35.9% | +8.7% | -44.6% | -32.5% |
| All | +653.5% | +30.5% | +623.1% | +665.0% |
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