+292.6%
APP vs CLBK
+24.6%
+268.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.7% |
| 7D | +71.2% | +0.6% | +70.6% | +70.9% |
| 30D | +39.1% | +2.9% | +36.2% | +38.1% |
| 3M | +16.5% | +3.0% | +13.6% | +15.3% |
| 6M | -16.6% | +27.3% | -43.8% | -21.5% |
| YTD | -41.9% | +58.0% | -99.9% | -48.5% |
| 1Y | -37.0% | +62.4% | -99.4% | -44.6% |
| 3Y | +892.4% | +46.9% | +845.5% | +768.6% |
| All | +292.6% | +24.6% | +268.1% | +243.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling