+500.0%
APP vs CLF
-38.9%
+538.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +9.6% |
| 7D | +71.2% | -19.6% | +90.8% | +76.4% |
| 30D | +39.1% | -5.0% | +44.1% | +37.9% |
| 3M | +16.5% | -6.3% | +22.8% | +15.3% |
| 6M | -16.6% | +2.8% | -19.3% | -20.1% |
| YTD | -41.9% | -13.7% | -28.2% | -43.2% |
| 1Y | -37.0% | +13.6% | -50.6% | -42.2% |
| 3Y | +892.4% | -34.0% | +926.4% | +855.5% |
| 5Y | +297.3% | -48.7% | +346.0% | +293.0% |
| All | +500.0% | -38.9% | +538.9% | +493.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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