+446.2%
APP vs CLS
+2,348.1%
-1,901.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.0% | +44.1% | +36.1% |
| 7D | +39.7% | -27.3% | +67.0% | +55.6% |
| 30D | +27.7% | -47.0% | +74.8% | +60.4% |
| 3M | -14.8% | -43.3% | +28.5% | +2.4% |
| 6M | -25.5% | -50.8% | +25.2% | -8.3% |
| YTD | -47.2% | -30.4% | -16.7% | -46.3% |
| 1Y | -42.3% | -41.7% | -0.6% | -37.5% |
| 3Y | +806.8% | +701.4% | +105.4% | +130.9% |
| 5Y | +261.6% | +1,767.8% | -1,506.1% | -43.9% |
| All | +446.2% | +2,348.1% | -1,901.9% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling