+520.8%
APP vs CME
+90.1%
+430.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.0% |
| 7D | +48.9% | +2.5% | +46.5% | +48.3% |
| 30D | +49.4% | +13.9% | +35.5% | +45.7% |
| 3M | +27.0% | +22.4% | +4.6% | +22.0% |
| 6M | -15.4% | +12.9% | -28.3% | -17.6% |
| YTD | -39.9% | +19.6% | -59.5% | -42.7% |
| 1Y | -32.0% | +17.7% | -49.6% | -34.8% |
| 3Y | +824.3% | +65.3% | +759.0% | +660.9% |
| 5Y | +252.4% | +75.1% | +177.3% | +178.3% |
| All | +520.8% | +90.1% | +430.7% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling