-35.9%
APP vs CAI
-31.3%
-4.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | +0.9% | -2.2% | +3.1% | +1.2% |
| 30D | -23.3% | +52.4% | -75.7% | -28.7% |
| 3M | -42.6% | +45.1% | -87.7% | -46.2% |
| 6M | -33.6% | +26.2% | -59.8% | -35.9% |
| YTD | -52.4% | -7.1% | -45.3% | -52.6% |
| 1Y | -35.9% | -31.0% | -4.9% | -32.7% |
| All | -35.9% | -31.3% | -4.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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