+653.5%
APP vs CFG
+180.9%
+472.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +0.9% | +1.5% | -0.7% | +0.2% |
| 30D | -23.3% | -3.8% | -19.4% | -21.9% |
| 3M | -42.6% | +11.5% | -54.1% | -45.4% |
| 6M | -33.6% | +19.2% | -52.8% | -39.0% |
| YTD | -52.4% | +23.7% | -76.1% | -56.9% |
| 1Y | -35.9% | +38.8% | -74.7% | -45.2% |
| All | +653.5% | +180.9% | +472.7% | +345.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling