-37.1%
APP vs CNP
+6.5%
-43.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +5.2% |
| 7D | +79.2% | -4.3% | +83.5% | +73.3% |
| 30D | +48.0% | +5.7% | +42.3% | +55.4% |
| 3M | +18.2% | +0.9% | +17.3% | +19.7% |
| 6M | -12.5% | -1.1% | -11.4% | -12.2% |
| YTD | -39.2% | +8.3% | -47.4% | -28.6% |
| All | -37.1% | +6.5% | -43.6% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling