+358.8%
APP vs CNC
+1.4%
+357.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | -10.0% | -1.8% | -8.2% | -9.9% |
| 3M | -44.6% | -0.7% | -44.0% | -44.6% |
| 6M | -37.9% | +47.9% | -85.8% | -40.3% |
| YTD | -53.7% | +56.9% | -110.6% | -55.8% |
| 1Y | -43.0% | +123.9% | -166.9% | -47.6% |
| 3Y | +640.8% | -1.3% | +642.0% | +621.5% |
| 5Y | +358.8% | +2.8% | +356.1% | +423.5% |
| All | +358.8% | +1.4% | +357.4% | +423.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling