-37.0%
APP vs CME
+18.8%
-55.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +9.8% |
| 7D | +71.2% | +0.9% | +70.3% | +71.5% |
| 30D | +39.1% | +13.2% | +25.9% | +43.0% |
| 3M | +16.5% | +16.3% | +0.3% | +20.5% |
| 6M | -16.6% | +7.1% | -23.7% | -15.2% |
| YTD | -41.9% | +15.8% | -57.8% | -39.7% |
| 1Y | -37.0% | +17.1% | -54.1% | -34.9% |
| All | -37.0% | +18.8% | -55.9% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling