+333.0%
APP vs CAG
-40.1%
+373.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.0% |
| 7D | +0.9% | -3.8% | +4.7% | -0.1% |
| 30D | -23.3% | +3.1% | -26.4% | -22.7% |
| 3M | -42.6% | +23.5% | -66.1% | -39.1% |
| 6M | -33.6% | -14.8% | -18.8% | -36.9% |
| YTD | -52.4% | -5.4% | -47.0% | -53.0% |
| 1Y | -35.9% | -11.8% | -24.1% | -37.4% |
| 3Y | +642.2% | -36.7% | +678.9% | +567.9% |
| All | +333.0% | -40.1% | +373.0% | +292.9% |
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