+329.1%
APP vs CDE
+198.6%
+130.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.7% |
| 7D | -4.4% | -2.0% | -2.4% | -3.9% |
| 30D | -10.0% | +15.7% | -25.7% | -14.2% |
| 3M | -41.4% | +30.5% | -71.9% | -46.2% |
| 6M | -41.0% | -7.4% | -33.6% | -41.3% |
| YTD | -54.7% | +17.9% | -72.6% | -57.9% |
| 1Y | -45.3% | +46.7% | -92.1% | -53.4% |
| 3Y | +624.3% | +851.3% | -227.0% | +266.5% |
| 5Y | +329.1% | +202.9% | +126.2% | +165.0% |
| All | +329.1% | +198.6% | +130.5% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling