+527.5%
APP vs CRL
+7.8%
+519.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +4.3% |
| 7D | +4.6% | +0.1% | +4.4% | +4.5% |
| 30D | +56.0% | +11.9% | +44.1% | +47.3% |
| 3M | +30.8% | +20.2% | +10.7% | +19.4% |
| 6M | -9.8% | +107.5% | -117.3% | -36.6% |
| YTD | -39.3% | +69.4% | -108.7% | -53.6% |
| 1Y | -26.4% | +99.7% | -126.2% | -47.9% |
| 3Y | +887.9% | +98.8% | +789.2% | +484.1% |
| 5Y | +264.1% | -12.4% | +276.5% | +292.5% |
| All | +527.5% | +7.8% | +519.6% | +484.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling