+446.2%
APP vs CLX
-35.3%
+481.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.5% | +30.5% | +31.0% |
| 7D | +39.7% | +12.4% | +27.3% | +38.1% |
| 30D | +27.7% | +21.1% | +6.6% | +25.3% |
| 3M | -14.8% | -3.3% | -11.5% | -14.9% |
| 6M | -25.5% | +18.8% | -44.3% | -26.8% |
| YTD | -47.2% | +3.9% | -51.1% | -48.0% |
| 1Y | -42.3% | -3.8% | -38.5% | -42.6% |
| 3Y | +806.8% | -10.5% | +817.3% | +802.9% |
| 5Y | +261.6% | -26.7% | +288.3% | +250.1% |
| All | +446.2% | -35.3% | +481.5% | +448.3% |
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