-32.0%
APP vs CPB
-23.3%
-8.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.3% |
| 7D | +48.9% | -4.1% | +53.0% | +48.5% |
| 30D | +49.4% | +16.9% | +32.5% | +52.4% |
| 3M | +27.0% | -0.6% | +27.6% | +26.9% |
| 6M | -15.4% | +11.4% | -26.8% | -12.4% |
| YTD | -39.9% | -14.8% | -25.1% | -44.9% |
| 1Y | -32.0% | -24.8% | -7.2% | -43.4% |
| All | -32.0% | -23.3% | -8.7% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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