-16.6%
APP vs CAI
+31.2%
-47.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.1% | +12.9% | +9.4% |
| 7D | +71.2% | -26.5% | +97.7% | +67.2% |
| 30D | +39.1% | -6.9% | +46.0% | +34.2% |
| 3M | +16.5% | +26.1% | -9.6% | +13.0% |
| 6M | -16.6% | +31.9% | -48.4% | -14.9% |
| All | -16.6% | +31.2% | -47.8% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling