+520.8%
APP vs CMG
+20.0%
+500.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.1% |
| 7D | +48.9% | +4.1% | +44.9% | +45.2% |
| 30D | +49.4% | +20.5% | +28.9% | +32.4% |
| 3M | +27.0% | +14.5% | +12.5% | +14.5% |
| 6M | -15.4% | +14.8% | -30.2% | -26.5% |
| YTD | -39.9% | -1.0% | -39.0% | -42.5% |
| 1Y | -32.0% | +22.9% | -54.9% | -45.1% |
| 3Y | +824.3% | -13.6% | +838.0% | +773.8% |
| 5Y | +252.4% | +0.9% | +251.6% | +161.3% |
| All | +520.8% | +20.0% | +500.8% | +285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling