+506.6%
APP vs CDE
+56.7%
+449.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.1% | +3.5% | -1.5% |
| 7D | +61.1% | +14.0% | +47.1% | +55.4% |
| 30D | +42.8% | -10.7% | +53.5% | +47.6% |
| 3M | +16.7% | -15.8% | +32.4% | +21.4% |
| 6M | -15.6% | -17.5% | +1.9% | -12.3% |
| YTD | -41.3% | -14.1% | -27.2% | -40.4% |
| 1Y | -39.3% | +2.9% | -42.2% | -41.5% |
| 3Y | +803.2% | +625.5% | +177.7% | +402.5% |
| 5Y | +313.2% | +117.1% | +196.0% | +177.5% |
| All | +506.6% | +56.7% | +449.9% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling