+316.8%
APP vs CL
+41.8%
+275.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +11.2% |
| 7D | +4.5% | +7.7% | -3.2% | +5.9% |
| 30D | -3.6% | +15.2% | -18.9% | -1.2% |
| 3M | -35.3% | +7.3% | -42.6% | -34.4% |
| 6M | -42.8% | +17.0% | -59.8% | -41.1% |
| YTD | -59.7% | +28.0% | -87.6% | -58.2% |
| 1Y | -55.4% | +32.1% | -87.5% | -53.7% |
| 3Y | +592.0% | +41.5% | +550.5% | +575.6% |
| 5Y | +175.7% | +43.9% | +131.8% | +163.4% |
| All | +316.8% | +41.8% | +275.0% | +300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling