+292.6%
APP vs CMG
-4.5%
+297.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.7% | +12.6% | +11.6% |
| 7D | +71.2% | +8.0% | +63.2% | +63.3% |
| 30D | +39.1% | +11.9% | +27.2% | +28.4% |
| 3M | +16.5% | +2.1% | +14.4% | +12.8% |
| 6M | -16.6% | +5.2% | -21.7% | -23.5% |
| YTD | -41.9% | -6.9% | -35.0% | -42.4% |
| 1Y | -37.0% | +12.7% | -49.7% | -46.5% |
| 3Y | +892.4% | -16.8% | +909.2% | +834.7% |
| All | +292.6% | -4.5% | +297.2% | +223.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling