-55.4%
APP vs CMS
+1.4%
-56.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +11.6% |
| 7D | +4.5% | +4.1% | +0.5% | +7.3% |
| 30D | -3.6% | +10.9% | -14.5% | +3.3% |
| 3M | -35.3% | -0.2% | -35.0% | -35.5% |
| 6M | -42.8% | -4.7% | -38.1% | -45.1% |
| YTD | -59.7% | +3.9% | -63.6% | -57.2% |
| 1Y | -55.4% | +0.4% | -55.7% | -53.5% |
| All | -55.4% | +1.4% | -56.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling