+506.6%
APP vs CME
+86.0%
+420.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.8% |
| 7D | +61.1% | +1.7% | +59.4% | +60.6% |
| 30D | +42.8% | +10.2% | +32.6% | +40.0% |
| 3M | +16.7% | +17.8% | -1.1% | +12.8% |
| 6M | -15.6% | +11.0% | -26.6% | -17.6% |
| YTD | -41.3% | +17.0% | -58.3% | -43.8% |
| 1Y | -39.3% | +15.8% | -55.1% | -41.7% |
| 3Y | +803.2% | +61.8% | +741.4% | +646.2% |
| 5Y | +313.2% | +72.5% | +240.7% | +226.8% |
| All | +506.6% | +86.0% | +420.6% | +400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling