+653.5%
APP vs CMS
+36.5%
+617.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.1% |
| 7D | +0.9% | +0.4% | +0.5% | +1.1% |
| 30D | -23.3% | -3.6% | -19.7% | -24.6% |
| 3M | -42.6% | -1.9% | -40.7% | -43.0% |
| 6M | -33.6% | -11.0% | -22.6% | -36.6% |
| YTD | -52.4% | +0.2% | -52.6% | -52.1% |
| 1Y | -35.9% | -1.3% | -34.6% | -35.7% |
| All | +653.5% | +36.5% | +617.1% | +671.5% |
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 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