+803.3%
APP vs CEG
+105.3%
+698.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.5% | +33.5% | +32.1% |
| 7D | +39.7% | -9.4% | +49.1% | +44.8% |
| 30D | +27.7% | -20.2% | +48.0% | +39.4% |
| 3M | -14.8% | -9.5% | -5.3% | -12.8% |
| 6M | -25.5% | -25.0% | -0.5% | -18.1% |
| YTD | -47.2% | -31.9% | -15.3% | -40.2% |
| 1Y | -42.3% | -33.7% | -8.6% | -33.9% |
| All | +803.3% | +105.3% | +698.0% | +532.6% |
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