+528.8%
APP vs CNC
+9.4%
+519.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.0% |
| 7D | +79.2% | +3.0% | +76.1% | +77.9% |
| 30D | +48.0% | +4.9% | +43.1% | +46.6% |
| 3M | +18.2% | +4.2% | +14.0% | +17.1% |
| 6M | -12.5% | +22.5% | -35.0% | -14.8% |
| YTD | -39.2% | +66.6% | -105.7% | -43.1% |
| 1Y | -33.9% | +82.5% | -116.3% | -38.8% |
| 3Y | +933.3% | -4.1% | +937.4% | +925.8% |
| 5Y | +295.9% | -8.3% | +304.2% | +307.7% |
| All | +528.8% | +9.4% | +519.4% | +539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling