-35.9%
APP vs CG
-24.3%
-11.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +3.0% |
| 7D | +0.9% | -4.3% | +5.2% | +2.8% |
| 30D | -23.3% | -5.1% | -18.2% | -21.5% |
| 3M | -42.6% | +8.7% | -51.3% | -44.9% |
| 6M | -33.6% | -9.2% | -24.4% | -30.9% |
| YTD | -52.4% | -18.9% | -33.6% | -48.9% |
| 1Y | -35.9% | -25.6% | -10.2% | -29.0% |
| All | -35.9% | -24.3% | -11.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling