+520.8%
APP vs CNP
+98.6%
+422.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +48.9% | -0.1% | +49.0% | +48.8% |
| 30D | +49.4% | +5.0% | +44.4% | +47.0% |
| 3M | +27.0% | +2.7% | +24.4% | +25.6% |
| 6M | -15.4% | -1.9% | -13.5% | -15.8% |
| YTD | -39.9% | +8.8% | -48.7% | -42.8% |
| 1Y | -32.0% | +5.6% | -37.6% | -34.5% |
| 3Y | +824.3% | +63.2% | +761.1% | +629.8% |
| 5Y | +252.4% | +73.8% | +178.7% | +185.4% |
| All | +520.8% | +98.6% | +422.2% | +369.1% |
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