+292.6%
APP vs CI
+49.9%
+242.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.5% | +9.9% |
| 7D | +71.2% | -1.6% | +72.8% | +71.2% |
| 30D | +39.1% | +5.4% | +33.7% | +38.9% |
| 3M | +16.5% | +7.3% | +9.3% | +16.4% |
| 6M | -16.6% | +5.3% | -21.9% | -16.7% |
| YTD | -41.9% | +8.5% | -50.4% | -42.1% |
| 1Y | -37.0% | +17.1% | -54.1% | -37.5% |
| 3Y | +892.4% | +1.4% | +891.0% | +875.8% |
| All | +292.6% | +49.9% | +242.8% | +229.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling