-35.9%
APP vs CDE
+54.5%
-90.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.8% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | -23.3% | +21.9% | -45.1% | -28.1% |
| 3M | -42.6% | +14.9% | -57.6% | -45.7% |
| 6M | -33.6% | -10.5% | -23.1% | -33.3% |
| YTD | -52.4% | +19.3% | -71.7% | -54.8% |
| 1Y | -35.9% | +50.8% | -86.7% | -39.3% |
| All | -35.9% | +54.5% | -90.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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