+396.9%
APP vs CMI
+140.7%
+256.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.2% |
| 7D | +1.1% | -0.7% | +1.8% | +1.5% |
| 30D | +6.6% | -12.4% | +19.0% | +16.1% |
| 3M | -32.3% | -14.8% | -17.5% | -26.1% |
| 6M | -29.8% | +0.8% | -30.6% | -34.3% |
| YTD | -51.9% | +10.2% | -62.1% | -58.4% |
| 1Y | -43.3% | +37.4% | -80.7% | -59.2% |
| 3Y | +664.1% | +153.3% | +510.8% | +237.9% |
| 5Y | +318.7% | +167.6% | +151.1% | +62.8% |
| All | +396.9% | +140.7% | +256.1% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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