-55.4%
APP vs CI
+21.2%
-76.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +11.1% |
| 7D | +4.5% | +3.5% | +1.0% | +5.0% |
| 30D | -3.6% | +12.6% | -16.2% | -1.3% |
| 3M | -35.3% | +12.1% | -47.3% | -33.5% |
| 6M | -42.8% | +10.6% | -53.4% | -41.3% |
| YTD | -59.7% | +12.8% | -72.5% | -57.4% |
| 1Y | -55.4% | +18.0% | -73.4% | -50.2% |
| All | -55.4% | +21.2% | -76.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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