+500.0%
APP vs CNP
+96.9%
+403.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +9.5% |
| 7D | +71.2% | -4.2% | +75.4% | +72.4% |
| 30D | +39.1% | +5.5% | +33.6% | +36.6% |
| 3M | +16.5% | +0.6% | +16.0% | +15.8% |
| 6M | -16.6% | -2.8% | -13.7% | -16.7% |
| YTD | -41.9% | +7.9% | -49.8% | -44.6% |
| 1Y | -37.0% | +6.7% | -43.7% | -39.8% |
| 3Y | +892.4% | +61.1% | +831.3% | +686.5% |
| 5Y | +297.3% | +73.0% | +224.3% | +222.0% |
| All | +500.0% | +96.9% | +403.1% | +354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling