+528.8%
APP vs CLS
+2,553.8%
-2,025.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.9% | -3.1% | +1.7% |
| 7D | +79.2% | -10.6% | +89.7% | +83.3% |
| 30D | +48.0% | -38.4% | +86.4% | +75.0% |
| 3M | +18.2% | -29.9% | +48.1% | +28.7% |
| 6M | -12.5% | -40.6% | +28.1% | -0.3% |
| YTD | -39.2% | -24.6% | -14.6% | -40.1% |
| 1Y | -33.9% | -30.8% | -3.1% | -33.5% |
| 3Y | +933.3% | +811.7% | +121.5% | +148.8% |
| 5Y | +295.9% | +1,838.4% | -1,542.6% | -40.2% |
| All | +528.8% | +2,553.8% | -2,025.0% | -6.5% |
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 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