+503.8%
APP vs CFG
+79.5%
+424.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | +10.6% | +1.6% | +8.9% | +9.8% |
| 30D | +44.6% | +3.3% | +41.3% | +42.1% |
| 3M | +29.6% | -11.5% | +41.1% | +36.7% |
| 6M | -19.8% | +6.2% | -26.0% | -22.5% |
| YTD | -41.6% | +14.3% | -55.8% | -45.7% |
| 1Y | -32.7% | +26.7% | -59.4% | -40.5% |
| 3Y | +799.0% | +187.8% | +611.3% | +422.0% |
| 5Y | +250.4% | +61.3% | +189.1% | +162.1% |
| All | +503.8% | +79.5% | +424.3% | +354.5% |
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