+328.3%
APP vs CLS
+1,843.5%
-1,515.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.9% | -3.1% | +1.6% |
| 7D | +79.2% | -10.6% | +89.7% | +83.4% |
| 30D | +48.0% | -38.4% | +86.4% | +76.2% |
| 3M | +18.2% | -29.9% | +48.1% | +29.1% |
| 6M | -12.5% | -40.6% | +28.1% | +0.1% |
| YTD | -39.2% | -24.6% | -14.6% | -40.4% |
| 1Y | -33.9% | -30.8% | -3.1% | -33.8% |
| 3Y | +933.3% | +811.7% | +121.5% | +104.2% |
| All | +328.3% | +1,843.5% | -1,515.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling