+382.3%
APP vs CDE
+108.4%
+273.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +4.0% |
| 7D | +0.3% | -6.1% | +6.3% | +2.0% |
| 30D | -1.3% | +9.5% | -10.8% | -4.3% |
| 3M | -36.2% | +32.0% | -68.2% | -41.6% |
| 6M | -34.1% | -12.8% | -21.3% | -33.3% |
| YTD | -53.3% | +14.2% | -67.5% | -56.2% |
| 1Y | -44.5% | +36.3% | -80.8% | -51.6% |
| 3Y | +646.7% | +821.4% | -174.7% | +284.3% |
| 5Y | +306.4% | +194.3% | +112.2% | +150.9% |
| All | +382.3% | +108.4% | +273.9% | +210.4% |
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