-37.0%
APP vs CMS
-1.6%
-35.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +8.3% |
| 7D | +71.2% | -1.3% | +72.5% | +69.6% |
| 30D | +39.1% | +6.3% | +32.8% | +45.0% |
| 3M | +16.5% | -2.1% | +18.6% | +14.9% |
| 6M | -16.6% | -5.1% | -11.5% | -19.6% |
| YTD | -41.9% | +1.3% | -43.2% | -39.5% |
| 1Y | -37.0% | -1.4% | -35.6% | -35.3% |
| All | -37.0% | -1.6% | -35.4% | -35.3% |
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