-32.0%
APP vs CEG
-23.2%
-8.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.7% |
| 7D | +48.9% | +11.8% | +37.1% | +44.9% |
| 30D | +49.4% | -6.5% | +56.0% | +52.0% |
| 3M | +27.0% | -1.2% | +28.2% | +26.2% |
| 6M | -15.4% | -8.0% | -7.3% | -13.7% |
| YTD | -39.9% | -21.9% | -18.0% | -37.4% |
| 1Y | -32.0% | -21.4% | -10.5% | -29.5% |
| All | -32.0% | -23.2% | -8.8% | -29.5% |
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 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