+803.3%
APP vs CI
+2.7%
+800.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.3% | +32.3% | +30.9% |
| 7D | +39.7% | +1.0% | +38.7% | +39.8% |
| 30D | +27.7% | +9.9% | +17.9% | +29.4% |
| 3M | -14.8% | +12.1% | -26.8% | -13.3% |
| 6M | -25.5% | +10.6% | -36.1% | -24.2% |
| YTD | -47.2% | +11.4% | -58.5% | -46.1% |
| 1Y | -42.3% | +18.8% | -61.1% | -40.5% |
| All | +803.3% | +2.7% | +800.7% | +835.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling