+520.8%
APP vs CMS
+33.5%
+487.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.3% |
| 7D | +48.9% | -1.1% | +50.1% | +48.8% |
| 30D | +49.4% | +6.6% | +42.9% | +50.8% |
| 3M | +27.0% | +0.8% | +26.2% | +27.3% |
| 6M | -15.4% | -3.3% | -12.1% | -15.6% |
| YTD | -39.9% | +2.7% | -42.7% | -39.8% |
| 1Y | -32.0% | -4.0% | -27.9% | -32.0% |
| 3Y | +824.3% | +37.6% | +786.7% | +797.6% |
| 5Y | +252.4% | +35.4% | +217.0% | +263.4% |
| All | +520.8% | +33.5% | +487.3% | +549.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling