+407.8%
APP vs CEG
+555.1%
-147.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.5% | +33.5% | +32.0% |
| 7D | +39.7% | -9.4% | +49.1% | +44.7% |
| 30D | +27.7% | -20.2% | +48.0% | +39.0% |
| 3M | -14.8% | -9.5% | -5.3% | -12.8% |
| 6M | -25.5% | -25.0% | -0.5% | -18.5% |
| YTD | -47.2% | -31.9% | -15.3% | -40.5% |
| 1Y | -42.3% | -33.7% | -8.6% | -34.3% |
| 3Y | +806.8% | +108.7% | +698.1% | +510.9% |
| All | +407.8% | +555.1% | -147.3% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling