+484.7%
APP vs CEG
+654.8%
-170.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.5% | -5.7% | +0.5% |
| 7D | +79.2% | +7.3% | +71.8% | +73.0% |
| 30D | +48.0% | -7.4% | +55.4% | +51.7% |
| 3M | +18.2% | +2.5% | +15.8% | +14.9% |
| 6M | -12.5% | -8.8% | -3.7% | -11.7% |
| YTD | -39.2% | -21.5% | -17.7% | -35.4% |
| 1Y | -33.9% | -22.5% | -11.3% | -29.3% |
| 3Y | +933.3% | +133.3% | +799.9% | +565.9% |
| All | +484.7% | +654.8% | -170.1% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling