+803.3%
APP vs CMS
+38.3%
+765.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.4% | +31.5% | +30.8% |
| 7D | +39.7% | +1.7% | +38.0% | +40.9% |
| 30D | +27.7% | +8.6% | +19.1% | +33.2% |
| 3M | -14.8% | -0.5% | -14.3% | -14.9% |
| 6M | -25.5% | -4.2% | -21.3% | -26.7% |
| YTD | -47.2% | +3.4% | -50.6% | -45.8% |
| 1Y | -42.3% | +0.4% | -42.7% | -41.5% |
| All | +803.3% | +38.3% | +765.0% | +789.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling