-39.3%
APP vs CI
+18.7%
-58.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.1% | -3.0% |
| 7D | +61.1% | +2.6% | +58.5% | +61.7% |
| 30D | +42.8% | +7.3% | +35.4% | +44.7% |
| 3M | +16.7% | +9.5% | +7.2% | +18.8% |
| 6M | -15.6% | +6.4% | -22.0% | -14.1% |
| YTD | -41.3% | +12.0% | -53.3% | -38.1% |
| 1Y | -39.3% | +20.1% | -59.4% | -29.5% |
| All | -39.3% | +18.7% | -58.0% | -29.5% |
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