-35.9%
APP vs CEG
-3.0%
-32.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +0.7% |
| 7D | +0.9% | +8.0% | -7.1% | -1.5% |
| 30D | -23.3% | +12.9% | -36.2% | -26.1% |
| 3M | -42.6% | +13.2% | -55.8% | -45.2% |
| 6M | -33.6% | -7.0% | -26.6% | -32.0% |
| YTD | -52.4% | -15.0% | -37.4% | -51.2% |
| 1Y | -35.9% | -2.7% | -33.2% | -30.6% |
| All | -35.9% | -3.0% | -32.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling