+506.6%
APP vs CLF
-31.4%
+538.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.9% | -8.4% | -4.4% |
| 7D | +61.1% | -9.1% | +70.1% | +62.5% |
| 30D | +42.8% | -0.9% | +43.7% | +40.9% |
| 3M | +16.7% | +3.0% | +13.7% | +13.7% |
| 6M | -15.6% | +16.7% | -32.3% | -20.8% |
| YTD | -41.3% | -3.2% | -38.1% | -43.7% |
| 1Y | -39.3% | +24.6% | -63.9% | -45.1% |
| 3Y | +803.2% | -22.3% | +825.5% | +741.0% |
| 5Y | +313.2% | -41.2% | +354.3% | +300.4% |
| All | +506.6% | -31.4% | +538.0% | +488.1% |
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