+292.6%
APP vs CMS
+32.6%
+260.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +9.6% |
| 7D | +71.2% | -1.3% | +72.5% | +70.9% |
| 30D | +39.1% | +6.3% | +32.8% | +40.2% |
| 3M | +16.5% | -2.1% | +18.6% | +16.4% |
| 6M | -16.6% | -5.1% | -11.5% | -17.0% |
| YTD | -41.9% | +1.3% | -43.2% | -42.0% |
| 1Y | -37.0% | -1.4% | -35.6% | -37.2% |
| 3Y | +892.4% | +36.9% | +855.5% | +845.0% |
| All | +292.6% | +32.6% | +260.1% | +343.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling