+13.6%
APP vs CAI
-6.6%
+20.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.1% | +12.9% | +9.9% |
| 7D | +71.2% | -26.5% | +97.7% | +72.6% |
| 30D | +39.1% | -6.9% | +46.0% | +36.2% |
| 3M | +16.5% | +26.1% | -9.6% | +10.0% |
| 6M | -16.6% | +31.9% | -48.4% | -21.5% |
| YTD | -41.9% | -6.5% | -35.5% | -44.6% |
| 1Y | -37.0% | +2.5% | -39.6% | -39.5% |
| All | +13.6% | -6.6% | +20.2% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling