+500.0%
APP vs CLS
+2,360.5%
-1,860.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.7% |
| 7D | +71.2% | -22.2% | +93.4% | +85.0% |
| 30D | +39.1% | -44.4% | +83.5% | +71.2% |
| 3M | +16.5% | -34.3% | +50.8% | +30.1% |
| 6M | -16.6% | -50.1% | +33.5% | +2.1% |
| YTD | -41.9% | -30.1% | -11.9% | -41.1% |
| 1Y | -37.0% | -39.3% | +2.3% | -33.0% |
| 3Y | +892.4% | +732.7% | +159.7% | +148.0% |
| 5Y | +297.3% | +1,777.2% | -1,479.9% | -38.5% |
| All | +500.0% | +2,360.5% | -1,860.4% | -8.1% |
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