+298.1%
APP vs CLX
-20.8%
+318.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.8% | +3.8% |
| 7D | +4.6% | +9.5% | -4.9% | +3.3% |
| 30D | +56.0% | +30.7% | +25.3% | +51.3% |
| 3M | +30.8% | +4.2% | +26.6% | +29.3% |
| 6M | -9.8% | +22.1% | -31.9% | -12.0% |
| YTD | -39.3% | +14.1% | -53.4% | -41.0% |
| 1Y | -26.4% | +10.3% | -36.8% | -28.2% |
| 3Y | +887.9% | -7.8% | +895.7% | +881.1% |
| All | +298.1% | -20.8% | +318.9% | +271.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling