+261.6%
APP vs CLF
-49.8%
+311.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -12.2% | +43.3% | +33.3% |
| 7D | +39.7% | -21.0% | +60.7% | +44.9% |
| 30D | +27.7% | -8.0% | +35.7% | +27.3% |
| 3M | -14.8% | -10.9% | -3.9% | -14.7% |
| 6M | -25.5% | +5.8% | -31.3% | -29.7% |
| YTD | -47.2% | -15.1% | -32.0% | -48.3% |
| 1Y | -42.3% | +7.2% | -49.5% | -47.0% |
| 3Y | +806.8% | -34.2% | +841.0% | +772.8% |
| 5Y | +261.6% | -49.6% | +311.2% | +271.2% |
| All | +261.6% | -49.8% | +311.4% | +271.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling