-35.9%
APP vs CLS
+47.9%
-83.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +0.9% | +4.6% | -3.7% | -0.8% |
| 30D | -23.3% | -13.9% | -9.4% | -19.6% |
| 3M | -42.6% | -26.6% | -16.1% | -37.8% |
| 6M | -33.6% | +15.4% | -49.0% | -40.0% |
| YTD | -52.4% | +5.7% | -58.1% | -55.9% |
| 1Y | -35.9% | +41.1% | -77.0% | -41.5% |
| All | -35.9% | +47.9% | -83.8% | -41.5% |
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