-43.0%
APP vs CLBK
+70.4%
-113.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.8% |
| 7D | +0.1% | +1.1% | -1.0% | +0.3% |
| 30D | -10.0% | +7.8% | -17.8% | -9.0% |
| 3M | -44.6% | +23.9% | -68.5% | -43.2% |
| 6M | -37.9% | +42.3% | -80.2% | -34.9% |
| YTD | -53.7% | +65.4% | -119.1% | -50.1% |
| 1Y | -43.0% | +70.3% | -113.3% | -39.5% |
| All | -43.0% | +70.4% | -113.4% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling