+654.6%
APP vs CAH
+194.6%
+460.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +0.9% | +5.4% | -4.5% | +0.2% |
| 30D | -23.3% | +3.3% | -26.6% | -23.6% |
| 3M | -42.6% | +22.8% | -65.4% | -44.1% |
| 6M | -33.6% | +11.3% | -44.9% | -34.4% |
| YTD | -52.4% | +21.1% | -73.6% | -53.3% |
| 1Y | -35.9% | +67.2% | -103.1% | -40.4% |
| All | +654.6% | +194.6% | +460.1% | +493.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling