+520.8%
APP vs CRL
+9.4%
+511.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.7% |
| 7D | +48.9% | +5.0% | +43.9% | +45.6% |
| 30D | +49.4% | +13.5% | +35.9% | +40.2% |
| 3M | +27.0% | +21.5% | +5.5% | +15.3% |
| 6M | -15.4% | +103.4% | -118.8% | -39.9% |
| YTD | -39.9% | +71.8% | -111.7% | -54.3% |
| 1Y | -32.0% | +97.5% | -129.5% | -51.5% |
| 3Y | +824.3% | +99.2% | +725.1% | +448.8% |
| 5Y | +252.4% | -12.1% | +264.6% | +280.1% |
| All | +520.8% | +9.4% | +511.5% | +475.6% |
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 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