+333.0%
APP vs CRL
-35.5%
+368.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.9% |
| 7D | +0.9% | -1.0% | +1.9% | +1.3% |
| 30D | -23.3% | +10.7% | -33.9% | -26.9% |
| 3M | -42.6% | +55.3% | -97.9% | -53.4% |
| 6M | -33.6% | +60.7% | -94.3% | -47.4% |
| YTD | -52.4% | +44.6% | -97.1% | -60.6% |
| 1Y | -35.9% | +77.7% | -113.6% | -52.4% |
| 3Y | +642.2% | +37.6% | +604.6% | +460.3% |
| All | +333.0% | -35.5% | +368.5% | +480.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling