+391.7%
APP vs CLX
-40.5%
+432.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +0.9% | -9.2% | +10.1% | +1.6% |
| 30D | -23.3% | -11.0% | -12.2% | -22.6% |
| 3M | -42.6% | +5.0% | -47.7% | -42.9% |
| 6M | -33.6% | -18.8% | -14.8% | -32.5% |
| YTD | -52.4% | -4.4% | -48.0% | -52.7% |
| 1Y | -35.9% | -21.9% | -14.0% | -34.4% |
| 3Y | +642.2% | -32.8% | +675.0% | +669.6% |
| 5Y | +311.1% | -34.6% | +345.6% | +302.9% |
| All | +391.7% | -40.5% | +432.2% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling