+500.0%
APP vs CME
+84.1%
+415.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +9.9% |
| 7D | +71.2% | +0.9% | +70.3% | +70.9% |
| 30D | +39.1% | +13.2% | +25.9% | +35.7% |
| 3M | +16.5% | +16.3% | +0.3% | +13.0% |
| 6M | -16.6% | +7.1% | -23.7% | -17.8% |
| YTD | -41.9% | +15.8% | -57.8% | -44.3% |
| 1Y | -37.0% | +17.1% | -54.1% | -39.9% |
| 3Y | +892.4% | +63.2% | +829.3% | +712.6% |
| 5Y | +297.3% | +70.2% | +227.1% | +215.1% |
| All | +500.0% | +84.1% | +415.9% | +395.5% |
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 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