+261.6%
APP vs CL
+43.3%
+218.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.1% | +31.1% | +31.0% |
| 7D | +39.7% | +5.9% | +33.8% | +41.4% |
| 30D | +27.7% | +13.8% | +14.0% | +31.3% |
| 3M | -14.8% | +6.4% | -21.2% | -13.6% |
| 6M | -25.5% | +15.6% | -41.1% | -23.0% |
| YTD | -47.2% | +27.9% | -75.0% | -44.6% |
| 1Y | -42.3% | +31.4% | -73.7% | -39.4% |
| 3Y | +806.8% | +41.4% | +765.4% | +797.3% |
| 5Y | +261.6% | +42.8% | +218.8% | +254.3% |
| All | +261.6% | +43.3% | +218.3% | +254.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling