+345.0%
APP vs CEG
+717.5%
-372.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.1% | +6.7% | -6.6% | -2.7% |
| 30D | -10.0% | +11.0% | -21.0% | -14.1% |
| 3M | -44.6% | +19.5% | -64.1% | -49.3% |
| 6M | -37.9% | -5.9% | -32.0% | -37.9% |
| YTD | -53.7% | -15.0% | -38.7% | -51.7% |
| 1Y | -43.0% | +0.6% | -43.6% | -45.3% |
| 3Y | +640.8% | +180.6% | +460.1% | +349.7% |
| All | +345.0% | +717.5% | -372.6% | +140.5% |
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