+298.1%
APP vs CLF
-42.8%
+340.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +4.5% |
| 7D | +4.6% | +10.4% | -5.8% | +2.6% |
| 30D | +56.0% | +0.6% | +55.5% | +53.2% |
| 3M | +30.8% | +4.1% | +26.7% | +26.7% |
| 6M | -9.8% | +15.1% | -24.9% | -15.7% |
| YTD | -39.3% | -4.7% | -34.5% | -41.9% |
| 1Y | -26.4% | +20.4% | -46.8% | -33.7% |
| 3Y | +887.9% | -23.4% | +911.3% | +818.5% |
| All | +298.1% | -42.8% | +340.9% | +286.9% |
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 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