+528.8%
APP vs CI
+31.1%
+497.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.8% |
| 7D | +79.2% | +0.1% | +79.0% | +79.1% |
| 30D | +48.0% | +4.7% | +43.3% | +47.9% |
| 3M | +18.2% | +5.2% | +13.0% | +18.1% |
| 6M | -12.5% | +3.8% | -16.3% | -12.6% |
| YTD | -39.2% | +9.2% | -48.4% | -39.3% |
| 1Y | -33.9% | +14.3% | -48.1% | -34.1% |
| 3Y | +933.3% | +8.4% | +924.8% | +905.6% |
| 5Y | +295.9% | +50.0% | +245.8% | +261.8% |
| All | +528.8% | +31.1% | +497.7% | +436.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling