+292.6%
APP vs CFG
+61.2%
+231.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.3% |
| 7D | +71.2% | -0.9% | +72.1% | +71.2% |
| 30D | +39.1% | +1.1% | +38.0% | +37.8% |
| 3M | +16.5% | -12.0% | +28.5% | +23.8% |
| 6M | -16.6% | -2.2% | -14.3% | -16.3% |
| YTD | -41.9% | +11.4% | -53.3% | -45.9% |
| 1Y | -37.0% | +27.8% | -64.9% | -45.6% |
| 3Y | +892.4% | +173.3% | +719.1% | +440.9% |
| All | +292.6% | +61.2% | +231.4% | +199.9% |
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