+250.4%
APP vs CAG
-41.2%
+291.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -3.1% |
| 7D | +10.6% | -6.2% | +16.7% | +9.2% |
| 30D | +44.6% | +7.4% | +37.2% | +47.2% |
| 3M | +29.6% | -1.6% | +31.2% | +29.4% |
| 6M | -19.8% | +6.3% | -26.1% | -18.1% |
| YTD | -41.6% | -10.1% | -31.5% | -42.8% |
| 1Y | -32.7% | -10.2% | -22.4% | -34.1% |
| 3Y | +799.0% | -37.3% | +836.3% | +705.4% |
| 5Y | +250.4% | -41.6% | +292.0% | +211.9% |
| All | +250.4% | -41.2% | +291.6% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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