+892.4%
APP vs CRL
+86.4%
+806.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.8% | +2.0% | +8.5% |
| 7D | +71.2% | -6.1% | +77.3% | +72.7% |
| 30D | +39.1% | +12.4% | +26.7% | +35.3% |
| 3M | +16.5% | +27.1% | -10.6% | +10.4% |
| 6M | -16.6% | +85.7% | -102.3% | -27.5% |
| YTD | -41.9% | +69.2% | -111.1% | -49.1% |
| 1Y | -37.0% | +97.5% | -134.6% | -46.1% |
| 3Y | +892.4% | +86.1% | +806.3% | +702.5% |
| All | +892.4% | +86.4% | +806.0% | +702.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling