+503.8%
APP vs CDE
+46.5%
+457.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.1% | -1.3% |
| 7D | +10.6% | -2.3% | +12.8% | +11.4% |
| 30D | +44.6% | -12.1% | +56.6% | +50.2% |
| 3M | +29.6% | -23.9% | +53.5% | +39.0% |
| 6M | -19.8% | -29.0% | +9.3% | -13.0% |
| YTD | -41.6% | -19.7% | -21.9% | -39.5% |
| 1Y | -32.7% | -8.4% | -24.3% | -33.0% |
| 3Y | +799.0% | +578.5% | +220.5% | +410.0% |
| 5Y | +250.4% | +100.2% | +150.1% | +140.4% |
| All | +503.8% | +46.5% | +457.3% | +328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling