-37.0%
APP vs CI
+15.7%
-52.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.5% | +9.3% |
| 7D | +71.2% | -1.6% | +72.8% | +70.4% |
| 30D | +39.1% | +5.4% | +33.7% | +40.5% |
| 3M | +16.5% | +7.3% | +9.3% | +18.3% |
| 6M | -16.6% | +5.3% | -21.9% | -15.3% |
| YTD | -41.9% | +8.5% | -50.4% | -39.2% |
| 1Y | -37.0% | +17.1% | -54.1% | -27.0% |
| All | -37.0% | +15.7% | -52.7% | -27.0% |
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