+446.2%
APP vs CRL
-0.1%
+446.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.1% | +35.1% | +32.7% |
| 7D | +39.7% | -16.8% | +56.5% | +49.5% |
| 30D | +27.7% | +2.6% | +25.1% | +24.6% |
| 3M | -14.8% | +20.1% | -34.8% | -22.8% |
| 6M | -25.5% | +68.8% | -94.4% | -42.8% |
| YTD | -47.2% | +56.9% | -104.1% | -58.4% |
| 1Y | -42.3% | +86.7% | -128.9% | -58.1% |
| 3Y | +806.8% | +72.1% | +734.7% | +483.0% |
| 5Y | +261.6% | -16.6% | +278.2% | +295.6% |
| All | +446.2% | -0.1% | +446.3% | +424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling