-32.7%
APP vs CLF
+26.4%
-59.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.8% |
| 7D | +10.6% | +16.0% | -5.4% | +11.1% |
| 30D | +44.6% | +1.6% | +43.0% | +43.9% |
| 3M | +29.6% | +6.7% | +22.9% | +28.1% |
| 6M | -19.8% | +21.1% | -40.9% | -20.9% |
| YTD | -41.6% | -1.6% | -40.0% | -44.2% |
| 1Y | -32.7% | +18.5% | -51.2% | -39.4% |
| All | -32.7% | +26.4% | -59.1% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling