+358.8%
APP vs CMI
+170.2%
+188.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +0.1% | +1.9% | -1.8% | -1.2% |
| 30D | -10.0% | -12.5% | +2.5% | -1.6% |
| 3M | -44.6% | -16.2% | -28.4% | -38.6% |
| 6M | -37.9% | +4.9% | -42.7% | -44.0% |
| YTD | -53.7% | +11.1% | -64.8% | -60.7% |
| 1Y | -43.0% | +43.4% | -86.3% | -61.4% |
| 3Y | +640.8% | +154.1% | +486.7% | +202.0% |
| 5Y | +358.8% | +169.5% | +189.4% | +64.1% |
| All | +358.8% | +170.2% | +188.6% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling