-39.3%
APP vs CRL
+106.9%
-146.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.0% |
| 7D | +61.1% | -1.7% | +62.8% | +61.4% |
| 30D | +42.8% | +14.6% | +28.2% | +35.9% |
| 3M | +16.7% | +24.8% | -8.2% | +7.5% |
| 6M | -15.6% | +94.7% | -110.3% | -35.7% |
| YTD | -41.3% | +73.4% | -114.7% | -54.9% |
| 1Y | -39.3% | +104.7% | -143.9% | -52.5% |
| All | -39.3% | +106.9% | -146.2% | -52.5% |
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