+446.2%
APP vs CMS
+34.5%
+411.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.4% | +31.5% | +31.0% |
| 7D | +39.7% | +1.7% | +38.0% | +40.0% |
| 30D | +27.7% | +8.6% | +19.1% | +29.2% |
| 3M | -14.8% | -0.5% | -14.3% | -14.7% |
| 6M | -25.5% | -4.2% | -21.3% | -25.8% |
| YTD | -47.2% | +3.4% | -50.6% | -47.0% |
| 1Y | -42.3% | +0.4% | -42.7% | -42.2% |
| 3Y | +806.8% | +38.2% | +768.6% | +781.6% |
| 5Y | +261.6% | +35.4% | +226.2% | +272.3% |
| All | +446.2% | +34.5% | +411.7% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling