-37.0%
APP vs CLS
-41.5%
+4.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.8% |
| 7D | +71.2% | -22.2% | +93.4% | +79.1% |
| 30D | +39.1% | -44.4% | +83.5% | +59.2% |
| 3M | +16.5% | -34.3% | +50.8% | +24.7% |
| 6M | -16.6% | -50.1% | +33.5% | -3.7% |
| YTD | -41.9% | -30.1% | -11.9% | -42.9% |
| 1Y | -37.0% | -39.3% | +2.3% | -35.5% |
| All | -37.0% | -41.5% | +4.4% | -35.5% |
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