-15.4%
APP vs CDE
-20.9%
+5.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +3.0% |
| 7D | +48.9% | +3.1% | +45.9% | +47.4% |
| 30D | +49.4% | -10.3% | +59.8% | +53.7% |
| 3M | +27.0% | -19.1% | +46.1% | +32.8% |
| 6M | -15.4% | -24.0% | +8.6% | -10.0% |
| All | -15.4% | -20.9% | +5.5% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling