+506.6%
APP vs CLS
+2,565.4%
-2,058.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -4.0% | -3.7% |
| 7D | +61.1% | -13.9% | +75.0% | +67.3% |
| 30D | +42.8% | -38.2% | +80.9% | +68.6% |
| 3M | +16.7% | -28.8% | +45.5% | +26.2% |
| 6M | -15.6% | -40.4% | +24.8% | -4.0% |
| YTD | -41.3% | -24.3% | -17.0% | -42.3% |
| 1Y | -39.3% | -35.0% | -4.2% | -37.0% |
| 3Y | +803.2% | +778.7% | +24.5% | +121.5% |
| 5Y | +313.2% | +1,884.8% | -1,571.7% | -37.8% |
| All | +506.6% | +2,565.4% | -2,058.7% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling