-55.4%
APP vs CRL
+85.3%
-140.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -7.3% | +18.0% | +12.7% |
| 7D | +4.5% | -12.8% | +17.3% | +8.6% |
| 30D | -3.6% | +5.0% | -8.6% | -5.7% |
| 3M | -35.3% | +39.4% | -74.6% | -43.0% |
| 6M | -42.8% | +89.4% | -132.1% | -55.9% |
| YTD | -59.7% | +63.6% | -123.2% | -68.3% |
| 1Y | -55.4% | +83.5% | -138.8% | -64.6% |
| All | -55.4% | +85.3% | -140.7% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling