+527.5%
APP vs CNP
+99.5%
+428.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | +56.0% | +3.8% | +52.2% | +54.1% |
| 3M | +30.8% | +2.4% | +28.5% | +29.5% |
| 6M | -9.8% | -1.2% | -8.6% | -10.4% |
| YTD | -39.3% | +9.3% | -48.6% | -42.2% |
| 1Y | -26.4% | +6.4% | -32.9% | -29.3% |
| 3Y | +887.9% | +66.4% | +821.6% | +674.6% |
| 5Y | +264.1% | +75.7% | +188.4% | +194.2% |
| All | +527.5% | +99.5% | +428.0% | +373.7% |
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