+803.3%
APP vs CB
+74.6%
+728.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.7% | +31.7% | +30.9% |
| 7D | +39.7% | +2.6% | +37.1% | +40.5% |
| 30D | +27.7% | +11.2% | +16.5% | +31.0% |
| 3M | -14.8% | +5.7% | -20.5% | -13.5% |
| 6M | -25.5% | +15.9% | -41.4% | -22.7% |
| YTD | -47.2% | +20.2% | -67.3% | -45.0% |
| 1Y | -42.3% | +32.4% | -74.7% | -40.2% |
| All | +803.3% | +74.6% | +728.7% | +838.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 3y: compounded portfolio wealth divided by compounded CB 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…
3y analysis · Full analysis span regression · 6 months rolling