+446.2%
APP vs CFG
+76.6%
+369.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.1% | +34.2% | +32.5% |
| 7D | +39.7% | -2.2% | +41.9% | +40.8% |
| 30D | +27.7% | +0.4% | +27.3% | +27.1% |
| 3M | -14.8% | -12.6% | -2.2% | -9.5% |
| 6M | -25.5% | +0.6% | -26.1% | -26.3% |
| YTD | -47.2% | +12.4% | -59.6% | -50.5% |
| 1Y | -42.3% | +27.7% | -70.0% | -49.2% |
| 3Y | +806.8% | +172.4% | +634.4% | +440.2% |
| 5Y | +261.6% | +64.0% | +197.7% | +172.6% |
| All | +446.2% | +76.6% | +369.5% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling