+892.4%
APP vs CEG
+114.1%
+778.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.3% | +5.6% | +8.1% |
| 7D | +71.2% | -4.7% | +75.9% | +73.9% |
| 30D | +39.1% | -16.6% | +55.6% | +49.1% |
| 3M | +16.5% | -4.1% | +20.7% | +16.3% |
| 6M | -16.6% | -22.3% | +5.8% | -9.5% |
| YTD | -41.9% | -28.9% | -13.0% | -35.4% |
| 1Y | -37.0% | -28.5% | -8.6% | -30.2% |
| 3Y | +892.4% | +104.3% | +788.2% | +583.5% |
| All | +892.4% | +114.1% | +778.3% | +583.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling