+391.7%
APP vs CMI
+142.5%
+249.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.4% |
| 7D | +0.9% | -0.7% | +1.6% | +1.3% |
| 30D | -23.3% | -13.4% | -9.8% | -15.7% |
| 3M | -42.6% | -17.0% | -25.6% | -36.4% |
| 6M | -33.6% | -1.6% | -32.0% | -36.8% |
| YTD | -52.4% | +11.0% | -63.4% | -59.0% |
| 1Y | -35.9% | +41.9% | -77.8% | -55.0% |
| 3Y | +642.2% | +151.8% | +490.4% | +229.6% |
| 5Y | +311.1% | +163.6% | +147.5% | +58.1% |
| All | +391.7% | +142.5% | +249.2% | +84.2% |
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