+887.9%
APP vs CLS
+842.1%
+45.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.3% | +5.8% |
| 7D | +4.6% | +16.3% | -11.7% | -1.1% |
| 30D | +56.0% | -25.7% | +81.7% | +69.4% |
| 3M | +30.8% | -30.9% | +61.7% | +43.2% |
| 6M | -9.8% | -35.5% | +25.7% | -1.3% |
| YTD | -39.3% | -18.7% | -20.6% | -41.9% |
| 1Y | -26.4% | -17.9% | -8.5% | -31.0% |
| 3Y | +887.9% | +838.1% | +49.8% | +206.2% |
| All | +887.9% | +842.1% | +45.8% | +206.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling