+933.3%
APP vs CPB
-35.0%
+968.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +4.5% |
| 7D | +79.2% | +3.3% | +75.9% | +80.4% |
| 30D | +48.0% | +19.0% | +29.0% | +55.0% |
| 3M | +18.2% | +0.4% | +17.8% | +18.4% |
| 6M | -12.5% | +13.0% | -25.5% | -8.5% |
| YTD | -39.2% | -12.7% | -26.4% | -42.3% |
| 1Y | -33.9% | -20.9% | -13.0% | -39.6% |
| 3Y | +933.3% | -35.4% | +968.7% | +735.5% |
| All | +933.3% | -35.0% | +968.3% | +735.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling