+527.5%
APP vs CLS
+2,761.2%
-2,233.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.3% | +6.0% |
| 7D | +4.6% | +16.3% | -11.7% | -1.8% |
| 30D | +56.0% | -25.7% | +81.7% | +70.4% |
| 3M | +30.8% | -30.9% | +61.7% | +44.0% |
| 6M | -9.8% | -35.5% | +25.7% | -0.9% |
| YTD | -39.3% | -18.7% | -20.6% | -42.2% |
| 1Y | -26.4% | -17.9% | -8.5% | -31.5% |
| 3Y | +887.9% | +838.1% | +49.8% | +135.6% |
| 5Y | +264.1% | +1,971.9% | -1,707.8% | -46.7% |
| All | +527.5% | +2,761.2% | -2,233.7% | -9.7% |
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