-32.0%
APP vs CNC
+102.9%
-134.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | +48.9% | -7.3% | +56.2% | +50.9% |
| 30D | +49.4% | +5.2% | +44.3% | +46.3% |
| 3M | +27.0% | +8.6% | +18.4% | +23.3% |
| 6M | -15.4% | +25.1% | -40.4% | -19.1% |
| YTD | -39.9% | +71.3% | -111.2% | -45.0% |
| 1Y | -32.0% | +99.3% | -131.3% | -38.7% |
| All | -32.0% | +102.9% | -134.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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