+391.7%
APP vs CAG
-45.4%
+437.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -38.9% |
| 6M | -33.6% | -14.8% | -18.8% | -37.0% |
| YTD | -52.4% | -5.4% | -47.0% | -53.0% |
| 1Y | -35.9% | -11.8% | -24.1% | -37.5% |
| 3Y | +642.2% | -36.7% | +678.9% | +566.6% |
| 5Y | +311.1% | -40.3% | +351.3% | +274.9% |
| All | +391.7% | -45.4% | +437.1% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling