+391.7%
APP vs CP
+26.6%
+365.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.9% | -2.7% | +3.6% | +2.3% |
| 30D | -23.3% | +0.2% | -23.4% | -23.3% |
| 3M | -42.6% | +2.6% | -45.2% | -43.7% |
| 6M | -33.6% | +6.0% | -39.6% | -36.3% |
| YTD | -52.4% | +24.9% | -77.4% | -58.9% |
| 1Y | -35.9% | +20.1% | -56.0% | -43.4% |
| 3Y | +642.2% | +16.4% | +625.8% | +554.0% |
| 5Y | +311.1% | +31.7% | +279.3% | +246.4% |
| All | +391.7% | +26.6% | +365.0% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling