+520.8%
APP vs CFG
+80.9%
+439.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.9% |
| 7D | +48.9% | -0.8% | +49.7% | +48.9% |
| 30D | +49.4% | +3.1% | +46.3% | +47.0% |
| 3M | +27.0% | -9.7% | +36.7% | +32.7% |
| 6M | -15.4% | +6.7% | -22.1% | -18.4% |
| YTD | -39.9% | +15.2% | -55.1% | -44.4% |
| 1Y | -32.0% | +28.8% | -60.7% | -40.3% |
| 3Y | +824.3% | +190.1% | +634.3% | +434.7% |
| 5Y | +252.4% | +63.4% | +189.0% | +162.6% |
| All | +520.8% | +80.9% | +439.9% | +365.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling