+333.0%
APP vs CL
+28.4%
+304.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +1.9% |
| 7D | +0.9% | -2.2% | +3.1% | +0.4% |
| 30D | -23.3% | -4.8% | -18.4% | -24.0% |
| 3M | -42.6% | +4.9% | -47.6% | -42.0% |
| 6M | -33.6% | -5.7% | -27.9% | -34.2% |
| YTD | -52.4% | +14.4% | -66.8% | -51.4% |
| 1Y | -35.9% | +8.7% | -44.6% | -34.7% |
| 3Y | +642.2% | +30.0% | +612.2% | +611.7% |
| All | +333.0% | +28.4% | +304.6% | +302.5% |
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