+252.4%
APP vs CNI
+8.0%
+244.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | +48.9% | -1.1% | +50.0% | +49.4% |
| 30D | +49.4% | +7.6% | +41.8% | +42.1% |
| 3M | +27.0% | +1.6% | +25.5% | +25.0% |
| 6M | -15.4% | +16.6% | -32.0% | -24.3% |
| YTD | -39.9% | +31.3% | -71.2% | -51.6% |
| 1Y | -32.0% | +35.2% | -67.2% | -46.5% |
| 3Y | +824.3% | +21.5% | +802.9% | +660.3% |
| 5Y | +252.4% | +8.5% | +244.0% | +219.6% |
| All | +252.4% | +8.0% | +244.5% | +219.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling