+500.0%
APP vs CLX
-35.2%
+535.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.8% |
| 7D | +71.2% | +13.6% | +57.6% | +69.0% |
| 30D | +39.1% | +23.4% | +15.7% | +36.2% |
| 3M | +16.5% | -2.8% | +19.4% | +16.3% |
| 6M | -16.6% | +14.0% | -30.5% | -17.7% |
| YTD | -41.9% | +4.2% | -46.1% | -42.8% |
| 1Y | -37.0% | -1.2% | -35.9% | -37.6% |
| 3Y | +892.4% | -12.7% | +905.1% | +892.3% |
| 5Y | +297.3% | -26.5% | +323.8% | +284.6% |
| All | +500.0% | -35.2% | +535.2% | +502.2% |
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