-55.4%
APP vs CLS
-28.7%
-26.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -9.1% | +19.7% | +13.1% |
| 7D | +4.5% | -21.1% | +25.7% | +11.1% |
| 30D | -3.6% | -38.2% | +34.6% | +9.1% |
| 3M | -35.3% | -36.3% | +1.1% | -27.6% |
| 6M | -42.8% | -43.8% | +1.0% | -34.8% |
| YTD | -59.7% | -20.0% | -39.6% | -61.0% |
| 1Y | -55.4% | -29.6% | -25.8% | -55.3% |
| All | -55.4% | -28.7% | -26.6% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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