+298.1%
APP vs CPB
-33.2%
+331.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.7% | +4.5% |
| 7D | +4.6% | -1.6% | +6.1% | +4.2% |
| 30D | +56.0% | +19.2% | +36.8% | +62.2% |
| 3M | +30.8% | -0.9% | +31.8% | +30.7% |
| 6M | -9.8% | +15.2% | -25.0% | -6.0% |
| YTD | -39.3% | -13.1% | -26.2% | -41.5% |
| 1Y | -26.4% | -22.4% | -4.0% | -31.2% |
| 3Y | +887.9% | -35.3% | +923.2% | +770.4% |
| All | +298.1% | -33.2% | +331.3% | +280.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling