+391.7%
APP vs CNC
+7.0%
+384.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.4% |
| 7D | +0.9% | +3.5% | -2.7% | +0.4% |
| 30D | -23.3% | +0.1% | -23.3% | -23.2% |
| 3M | -42.6% | +6.9% | -49.6% | -43.1% |
| 6M | -33.6% | +49.0% | -82.6% | -36.8% |
| YTD | -52.4% | +62.9% | -115.3% | -55.2% |
| 1Y | -35.9% | +134.0% | -169.9% | -42.4% |
| 3Y | +642.2% | +9.4% | +632.8% | +596.9% |
| 5Y | +311.1% | +4.1% | +306.9% | +313.1% |
| All | +391.7% | +7.0% | +384.6% | +403.4% |
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