-37.1%
APP vs CPB
-20.9%
-16.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +4.7% |
| 7D | +79.2% | +3.3% | +75.9% | +79.6% |
| 30D | +48.0% | +19.0% | +29.0% | +51.6% |
| 3M | +18.2% | +0.4% | +17.8% | +18.1% |
| 6M | -12.5% | +13.0% | -25.5% | -9.2% |
| YTD | -39.2% | -12.7% | -26.4% | -45.1% |
| All | -37.1% | -20.9% | -16.2% | -48.6% |
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