+316.8%
APP vs CB
+145.9%
+170.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +10.5% |
| 7D | +4.5% | +5.3% | -0.7% | +4.1% |
| 30D | -3.6% | +13.2% | -16.8% | -4.7% |
| 3M | -35.3% | +7.8% | -43.0% | -35.7% |
| 6M | -42.8% | +15.8% | -58.6% | -43.7% |
| YTD | -59.7% | +21.0% | -80.6% | -60.9% |
| 1Y | -55.4% | +32.2% | -87.5% | -57.7% |
| 3Y | +592.0% | +76.7% | +515.3% | +490.6% |
| 5Y | +175.7% | +110.4% | +65.4% | +123.5% |
| All | +316.8% | +145.9% | +170.9% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling