-35.9%
APP vs CMG
-11.4%
-24.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | +0.9% | -2.8% | +3.7% | +1.3% |
| 30D | -23.3% | +7.1% | -30.4% | -24.1% |
| 3M | -42.6% | +31.2% | -73.8% | -45.9% |
| 6M | -33.6% | +0.7% | -34.3% | -34.6% |
| YTD | -52.4% | -0.1% | -52.3% | -53.1% |
| 1Y | -35.9% | -10.7% | -25.1% | -38.1% |
| All | -35.9% | -11.4% | -24.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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