-26.4%
APP vs CAI
-6.2%
-20.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.8% | +7.8% | +4.1% |
| 7D | +4.6% | -8.7% | +13.3% | +5.1% |
| 30D | +56.0% | -23.8% | +79.9% | +55.7% |
| 3M | +30.8% | +3.9% | +27.0% | +21.5% |
| 6M | -9.8% | +56.8% | -66.6% | -28.2% |
| YTD | -39.3% | -14.6% | -24.7% | -35.9% |
| 1Y | -26.4% | -5.2% | -21.3% | -23.3% |
| All | -26.4% | -6.2% | -20.3% | -23.3% |
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