+367.9%
APP vs CLBK
+41.1%
+326.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -4.4% | -1.5% | -2.9% | -4.1% |
| 30D | -10.0% | +6.7% | -16.7% | -11.4% |
| 3M | -41.4% | +21.2% | -62.6% | -44.0% |
| 6M | -41.0% | +42.0% | -83.0% | -45.6% |
| YTD | -54.7% | +63.3% | -118.0% | -59.8% |
| 1Y | -45.3% | +65.4% | -110.7% | -51.8% |
| 3Y | +624.3% | +52.5% | +571.8% | +535.0% |
| 5Y | +329.1% | +42.0% | +287.1% | +281.6% |
| All | +367.9% | +41.1% | +326.8% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling