+892.4%
APP vs CFG
+168.6%
+723.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.3% |
| 7D | +71.2% | -0.9% | +72.1% | +71.1% |
| 30D | +39.1% | +1.1% | +38.0% | +37.9% |
| 3M | +16.5% | -12.0% | +28.5% | +22.8% |
| 6M | -16.6% | -2.2% | -14.3% | -16.3% |
| YTD | -41.9% | +11.4% | -53.3% | -45.2% |
| 1Y | -37.0% | +27.8% | -64.9% | -44.4% |
| 3Y | +892.4% | +173.3% | +719.1% | +494.1% |
| All | +892.4% | +168.6% | +723.8% | +494.1% |
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 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