+887.9%
APP vs CMI
+121.3%
+766.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +4.6% | +0.5% | +4.1% | +4.4% |
| 30D | +56.0% | -14.0% | +70.1% | +67.8% |
| 3M | +30.8% | -28.1% | +59.0% | +55.5% |
| 6M | -9.8% | -35.8% | +26.0% | +12.7% |
| YTD | -39.3% | -10.5% | -28.8% | -42.4% |
| 1Y | -26.4% | -1.9% | -24.6% | -35.4% |
| 3Y | +887.9% | +121.0% | +766.9% | +345.9% |
| All | +887.9% | +121.3% | +766.6% | +345.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling