+520.8%
APP vs CI
+33.7%
+487.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +48.9% | -1.3% | +50.2% | +49.0% |
| 30D | +49.4% | +6.4% | +43.0% | +49.3% |
| 3M | +27.0% | +10.7% | +16.3% | +26.9% |
| 6M | -15.4% | +5.5% | -20.9% | -15.5% |
| YTD | -39.9% | +11.4% | -51.3% | -40.1% |
| 1Y | -32.0% | +15.0% | -47.0% | -32.2% |
| 3Y | +824.3% | +9.0% | +815.4% | +802.5% |
| 5Y | +252.4% | +52.0% | +200.5% | +221.9% |
| All | +520.8% | +33.7% | +487.1% | +429.8% |
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