+640.8%
APP vs CNI
+21.3%
+619.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.1% | +2.5% | -2.4% | -0.7% |
| 30D | -10.0% | -2.5% | -7.5% | -9.3% |
| 3M | -44.6% | +2.7% | -47.4% | -45.3% |
| 6M | -37.9% | +16.9% | -54.8% | -41.8% |
| YTD | -53.7% | +26.3% | -80.0% | -58.1% |
| 1Y | -43.0% | +31.1% | -74.1% | -49.5% |
| 3Y | +640.8% | +21.1% | +619.7% | +564.2% |
| All | +640.8% | +21.3% | +619.5% | +564.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling