+298.1%
APP vs CME
+74.8%
+223.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.8% |
| 7D | +4.6% | +3.9% | +0.6% | +3.9% |
| 30D | +56.0% | +11.3% | +44.7% | +53.0% |
| 3M | +30.8% | +19.6% | +11.3% | +26.5% |
| 6M | -9.8% | +8.1% | -17.9% | -10.8% |
| YTD | -39.3% | +20.4% | -59.7% | -42.0% |
| 1Y | -26.4% | +16.5% | -42.9% | -29.1% |
| 3Y | +887.9% | +66.4% | +821.5% | +708.7% |
| All | +298.1% | +74.8% | +223.3% | +207.5% |
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