+653.5%
APP vs CPB
-40.0%
+693.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +1.3% |
| 7D | +0.9% | -8.6% | +9.5% | -1.5% |
| 30D | -23.3% | -7.2% | -16.0% | -24.9% |
| 3M | -42.6% | +0.9% | -43.5% | -42.1% |
| 6M | -33.6% | -11.8% | -21.8% | -36.8% |
| YTD | -52.4% | -19.4% | -33.0% | -55.8% |
| 1Y | -35.9% | -30.4% | -5.5% | -43.4% |
| All | +653.5% | -40.0% | +693.6% | +509.8% |
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