+640.8%
APP vs CMI
+156.7%
+484.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +0.1% | +1.9% | -1.8% | -1.0% |
| 30D | -10.0% | -12.5% | +2.5% | -2.6% |
| 3M | -44.6% | -16.2% | -28.4% | -39.4% |
| 6M | -37.9% | +4.9% | -42.7% | -44.2% |
| YTD | -53.7% | +11.1% | -64.8% | -60.8% |
| 1Y | -43.0% | +43.4% | -86.3% | -61.5% |
| 3Y | +640.8% | +154.1% | +486.7% | +185.5% |
| All | +640.8% | +156.7% | +484.0% | +185.5% |
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