+653.5%
APP vs CLX
-32.8%
+686.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +0.9% | -9.2% | +10.1% | +1.1% |
| 30D | -23.3% | -11.0% | -12.2% | -23.1% |
| 3M | -42.6% | +5.0% | -47.7% | -42.6% |
| 6M | -33.6% | -18.8% | -14.8% | -33.1% |
| YTD | -52.4% | -4.4% | -48.0% | -52.9% |
| 1Y | -35.9% | -21.9% | -14.0% | -34.4% |
| All | +653.5% | -32.8% | +686.4% | +777.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling