-25.5%
APP vs CLS
-51.6%
+26.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.0% | +44.1% | +31.6% |
| 7D | +39.7% | -27.3% | +67.0% | +44.5% |
| 30D | +27.7% | -47.0% | +74.8% | +39.8% |
| 3M | -14.8% | -43.3% | +28.5% | -7.2% |
| 6M | -25.5% | -50.8% | +25.2% | -18.8% |
| All | -25.5% | -51.6% | +26.1% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling