+333.0%
APP vs CME
+78.2%
+254.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.2% |
| 30D | -23.3% | +6.2% | -29.5% | -24.3% |
| 3M | -42.6% | +10.4% | -53.1% | -44.0% |
| 6M | -33.6% | -9.5% | -24.1% | -31.8% |
| YTD | -52.4% | +6.0% | -58.4% | -53.6% |
| 1Y | -35.9% | +9.3% | -45.2% | -38.2% |
| 3Y | +642.2% | +57.7% | +584.6% | +486.3% |
| All | +333.0% | +78.2% | +254.8% | +203.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling