-44.5%
APP vs CMI
+40.9%
-85.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.3% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | -1.3% | -12.8% | +11.5% | +2.6% |
| 3M | -36.2% | -12.4% | -23.8% | -34.8% |
| 6M | -34.1% | -0.9% | -33.2% | -38.4% |
| YTD | -53.3% | +8.9% | -62.2% | -58.1% |
| 1Y | -44.5% | +37.7% | -82.3% | -50.0% |
| All | -44.5% | +40.9% | -85.4% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling