+391.7%
APP vs CLBK
+43.8%
+347.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.6% |
| 30D | -23.3% | +9.1% | -32.4% | -24.8% |
| 3M | -42.6% | +27.7% | -70.3% | -45.7% |
| 6M | -33.6% | +40.8% | -74.4% | -38.7% |
| YTD | -52.4% | +66.4% | -118.8% | -57.9% |
| 1Y | -35.9% | +72.4% | -108.3% | -44.0% |
| 3Y | +642.2% | +50.7% | +591.5% | +551.7% |
| 5Y | +311.1% | +42.9% | +268.1% | +264.3% |
| All | +391.7% | +43.8% | +347.8% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling