+250.4%
APP vs CI
+48.8%
+201.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.7% |
| 7D | +10.6% | -1.7% | +12.3% | +10.6% |
| 30D | +44.6% | +4.9% | +39.7% | +44.4% |
| 3M | +29.6% | +7.4% | +22.2% | +29.4% |
| 6M | -19.8% | +0.4% | -20.2% | -19.8% |
| YTD | -41.6% | +9.5% | -51.0% | -41.8% |
| 1Y | -32.7% | +12.0% | -44.7% | -33.0% |
| 3Y | +799.0% | +7.1% | +791.9% | +770.6% |
| 5Y | +250.4% | +49.3% | +201.0% | +185.3% |
| All | +250.4% | +48.8% | +201.5% | +185.3% |
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