-55.4%
APP vs CNI
+37.5%
-92.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +10.6% |
| 7D | +4.5% | +3.7% | +0.8% | +4.4% |
| 30D | -3.6% | +8.1% | -11.7% | -3.7% |
| 3M | -35.3% | +1.9% | -37.1% | -35.2% |
| 6M | -42.8% | +19.2% | -62.0% | -42.7% |
| YTD | -59.7% | +32.7% | -92.4% | -59.1% |
| 1Y | -55.4% | +37.0% | -92.4% | -54.5% |
| All | -55.4% | +37.5% | -92.9% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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