+640.8%
APP vs CMG
-6.2%
+647.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | -10.0% | +12.7% | -22.7% | -14.6% |
| 3M | -44.6% | +26.3% | -70.9% | -51.3% |
| 6M | -37.9% | +4.5% | -42.4% | -40.2% |
| YTD | -53.7% | -0.1% | -53.6% | -54.6% |
| 1Y | -43.0% | -6.8% | -36.2% | -43.0% |
| 3Y | +640.8% | -5.0% | +645.8% | +636.0% |
| All | +640.8% | -6.2% | +647.0% | +636.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling