-9.4%
APP vs CAI
-8.1%
-1.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -10.0% | +9.1% | -19.2% | -11.0% |
| 3M | -44.6% | +53.8% | -98.4% | -48.0% |
| 6M | -37.9% | +33.5% | -71.4% | -40.2% |
| YTD | -53.7% | -8.0% | -45.7% | -54.4% |
| 1Y | -43.0% | -28.7% | -14.3% | -45.0% |
| All | -9.4% | -8.1% | -1.3% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling