-39.3%
APP vs CFG
+28.5%
-67.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +61.1% | +0.7% | +60.4% | +59.9% |
| 30D | +42.8% | +2.8% | +40.0% | +40.7% |
| 3M | +16.7% | -10.1% | +26.8% | +20.6% |
| 6M | -15.6% | +3.2% | -18.8% | -16.4% |
| YTD | -41.3% | +14.2% | -55.5% | -41.1% |
| 1Y | -39.3% | +27.4% | -66.7% | -42.1% |
| All | -39.3% | +28.5% | -67.7% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling