-45.3%
APP vs CAH
+61.7%
-107.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -4.4% | -2.2% | -2.1% | -4.2% |
| 30D | -10.0% | +1.2% | -11.2% | -10.1% |
| 3M | -41.4% | +13.1% | -54.5% | -41.7% |
| 6M | -41.0% | +8.5% | -49.5% | -40.8% |
| YTD | -54.7% | +17.6% | -72.3% | -54.1% |
| 1Y | -45.3% | +60.7% | -106.0% | -45.5% |
| All | -45.3% | +61.7% | -107.0% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling