-26.4%
APP vs CLF
+15.2%
-41.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +3.8% |
| 7D | +4.6% | +10.4% | -5.8% | +4.9% |
| 30D | +56.0% | +0.6% | +55.5% | +54.9% |
| 3M | +30.8% | +4.1% | +26.7% | +29.2% |
| 6M | -9.8% | +15.1% | -24.9% | -10.7% |
| YTD | -39.3% | -4.7% | -34.5% | -41.9% |
| 1Y | -26.4% | +20.4% | -46.8% | -35.9% |
| All | -26.4% | +15.2% | -41.7% | -35.9% |
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