+654.6%
APP vs CLF
-14.9%
+669.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +2.0% |
| 7D | +0.9% | +7.6% | -6.7% | -0.2% |
| 30D | -23.3% | -1.2% | -22.1% | -23.1% |
| 3M | -42.6% | -13.4% | -29.3% | -41.5% |
| 6M | -33.6% | +15.4% | -49.0% | -35.9% |
| YTD | -52.4% | -5.9% | -46.6% | -52.9% |
| 1Y | -35.9% | +18.8% | -54.7% | -40.5% |
| All | +654.6% | -14.9% | +669.5% | +613.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling