+298.1%
APP vs CFG
+61.7%
+236.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.6% |
| 7D | +4.6% | +3.2% | +1.4% | +3.0% |
| 30D | +56.0% | +5.1% | +50.9% | +51.7% |
| 3M | +30.8% | -11.2% | +42.1% | +38.5% |
| 6M | -9.8% | +9.6% | -19.4% | -14.6% |
| YTD | -39.3% | +15.0% | -54.3% | -44.2% |
| 1Y | -26.4% | +29.9% | -56.3% | -36.8% |
| 3Y | +887.9% | +192.1% | +695.8% | +423.9% |
| All | +298.1% | +61.7% | +236.4% | +203.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling