+528.8%
APP vs CLX
-31.6%
+560.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.6% | -0.8% | +4.1% |
| 7D | +79.2% | +17.4% | +61.8% | +76.0% |
| 30D | +48.0% | +27.8% | +20.2% | +44.3% |
| 3M | +18.2% | +3.0% | +15.2% | +17.2% |
| 6M | -12.5% | +17.5% | -30.0% | -14.2% |
| YTD | -39.2% | +10.0% | -49.1% | -40.5% |
| 1Y | -33.9% | +3.3% | -37.2% | -34.8% |
| 3Y | +933.3% | -10.1% | +943.4% | +930.5% |
| 5Y | +295.9% | -23.7% | +319.6% | +281.0% |
| All | +528.8% | -31.6% | +560.4% | +526.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling