+803.3%
APP vs CLS
+699.8%
+103.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.0% | +44.1% | +35.5% |
| 7D | +39.7% | -27.3% | +67.0% | +54.1% |
| 30D | +27.7% | -47.0% | +74.8% | +57.5% |
| 3M | -14.8% | -43.3% | +28.5% | +1.0% |
| 6M | -25.5% | -50.8% | +25.2% | -9.5% |
| YTD | -47.2% | -30.4% | -16.7% | -46.4% |
| 1Y | -42.3% | -41.7% | -0.6% | -37.8% |
| All | +803.3% | +699.8% | +103.5% | +160.3% |
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