-39.3%
APP vs CAI
-6.7%
-32.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +0.9% | -3.3% |
| 7D | +61.1% | -25.6% | +86.7% | +62.9% |
| 30D | +42.8% | -17.7% | +60.5% | +41.4% |
| 3M | +16.7% | +4.4% | +12.3% | +9.3% |
| 6M | -15.6% | +51.3% | -66.9% | -29.8% |
| YTD | -41.3% | -9.5% | -31.9% | -38.7% |
| 1Y | -39.3% | -1.5% | -37.8% | -37.9% |
| All | -39.3% | -6.7% | -32.6% | -37.9% |
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