+528.8%
APP vs CFG
+80.1%
+448.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +3.5% |
| 7D | +79.2% | +0.3% | +78.9% | +78.3% |
| 30D | +48.0% | +3.2% | +44.8% | +45.5% |
| 3M | +18.2% | -9.7% | +27.9% | +23.4% |
| 6M | -12.5% | +3.6% | -16.1% | -14.5% |
| YTD | -39.2% | +14.7% | -53.8% | -43.5% |
| 1Y | -33.9% | +29.6% | -63.4% | -42.2% |
| 3Y | +933.3% | +190.6% | +742.7% | +497.2% |
| 5Y | +295.9% | +67.1% | +228.8% | +195.7% |
| All | +528.8% | +80.1% | +448.7% | +372.4% |
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