+391.7%
APP vs CNP
+92.1%
+299.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.6% |
| 30D | -23.3% | -1.8% | -21.4% | -22.9% |
| 3M | -42.6% | -4.6% | -38.0% | -42.2% |
| 6M | -33.6% | -8.8% | -24.8% | -32.3% |
| YTD | -52.4% | +5.2% | -57.7% | -54.1% |
| 1Y | -35.9% | +8.3% | -44.2% | -39.2% |
| 3Y | +642.2% | +54.9% | +587.3% | +497.8% |
| 5Y | +311.1% | +73.5% | +237.6% | +232.8% |
| All | +391.7% | +92.1% | +299.5% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling