+640.8%
APP vs CDE
+819.3%
-178.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | +0.1% | -1.8% |
| 7D | +0.1% | +2.3% | -2.2% | -0.7% |
| 30D | -10.0% | +18.8% | -28.8% | -15.7% |
| 3M | -44.6% | +23.5% | -68.1% | -48.9% |
| 6M | -37.9% | -8.6% | -29.2% | -38.0% |
| YTD | -53.7% | +16.0% | -69.7% | -57.3% |
| 1Y | -43.0% | +42.1% | -85.0% | -52.4% |
| 3Y | +640.8% | +835.9% | -195.1% | +253.7% |
| All | +640.8% | +819.3% | -178.5% | +253.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling