+520.8%
APP vs CMI
+100.3%
+420.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.2% |
| 7D | +48.9% | -1.8% | +50.8% | +49.5% |
| 30D | +49.4% | -12.2% | +61.7% | +60.5% |
| 3M | +27.0% | -26.5% | +53.6% | +52.2% |
| 6M | -15.4% | -33.6% | +18.2% | +6.3% |
| YTD | -39.9% | -8.3% | -31.6% | -42.5% |
| 1Y | -32.0% | -1.3% | -30.7% | -38.6% |
| 3Y | +824.3% | +124.8% | +699.6% | +330.5% |
| 5Y | +252.4% | +119.9% | +132.6% | +53.2% |
| All | +520.8% | +100.3% | +420.5% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling