+333.0%
APP vs CP
+32.0%
+300.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +0.9% | -2.7% | +3.6% | +2.3% |
| 30D | -23.3% | +0.2% | -23.4% | -23.4% |
| 3M | -42.6% | +2.6% | -45.2% | -43.8% |
| 6M | -33.6% | +6.0% | -39.6% | -36.5% |
| YTD | -52.4% | +24.9% | -77.4% | -59.3% |
| 1Y | -35.9% | +20.1% | -56.0% | -43.8% |
| 3Y | +642.2% | +16.4% | +625.8% | +548.1% |
| All | +333.0% | +32.0% | +300.9% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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