-35.9%
APP vs CI
-4.0%
-31.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.0% |
| 7D | +0.9% | +1.3% | -0.4% | +1.1% |
| 30D | -23.3% | +4.4% | -27.7% | -22.6% |
| 3M | -42.6% | +0.7% | -43.3% | -42.3% |
| 6M | -33.6% | +0.3% | -34.0% | -33.6% |
| YTD | -52.4% | +3.8% | -56.2% | -51.8% |
| 1Y | -35.9% | -5.5% | -30.4% | -32.4% |
| All | -35.9% | -4.0% | -31.9% | -32.4% |
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