+292.6%
APP vs CNP
+73.6%
+219.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +9.5% |
| 7D | +71.2% | -4.2% | +75.4% | +72.5% |
| 30D | +39.1% | +5.5% | +33.6% | +36.5% |
| 3M | +16.5% | +0.6% | +16.0% | +15.8% |
| 6M | -16.6% | -2.8% | -13.7% | -16.8% |
| YTD | -41.9% | +7.9% | -49.8% | -44.8% |
| 1Y | -37.0% | +6.7% | -43.7% | -40.0% |
| 3Y | +892.4% | +61.1% | +831.3% | +669.2% |
| All | +292.6% | +73.6% | +219.1% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling