-16.6%
APP vs CLX
+16.7%
-33.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.8% |
| 7D | +71.2% | +13.6% | +57.6% | +65.5% |
| 30D | +39.1% | +23.4% | +15.7% | +32.4% |
| 3M | +16.5% | -2.8% | +19.4% | +13.2% |
| 6M | -16.6% | +14.0% | -30.5% | -17.2% |
| All | -16.6% | +16.7% | -33.3% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling