+367.9%
APP vs CMG
+18.0%
+349.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.6% |
| 7D | -4.4% | -6.5% | +2.1% | -0.2% |
| 30D | -10.0% | +12.1% | -22.1% | -16.9% |
| 3M | -41.4% | +20.6% | -62.0% | -50.2% |
| 6M | -41.0% | +2.1% | -43.1% | -44.0% |
| YTD | -54.7% | -2.6% | -52.1% | -55.8% |
| 1Y | -45.3% | -8.7% | -36.7% | -46.0% |
| 3Y | +624.3% | -7.4% | +631.6% | +542.9% |
| 5Y | +329.1% | -5.7% | +334.8% | +230.9% |
| All | +367.9% | +18.0% | +349.9% | +196.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling