-26.4%
APP vs CEG
-19.5%
-6.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.1% |
| 7D | +4.6% | +12.1% | -7.5% | +1.8% |
| 30D | +56.0% | +0.2% | +55.8% | +55.6% |
| 3M | +30.8% | +0.7% | +30.1% | +29.5% |
| 6M | -9.8% | +2.2% | -12.0% | -12.1% |
| YTD | -39.3% | -20.3% | -19.0% | -37.4% |
| 1Y | -26.4% | -16.1% | -10.4% | -27.3% |
| All | -26.4% | -19.5% | -6.9% | -27.3% |
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