+446.2%
APP vs CPB
-40.6%
+486.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.7% | +30.3% | +31.2% |
| 7D | +39.7% | +11.6% | +28.1% | +42.9% |
| 30D | +27.7% | +23.3% | +4.4% | +33.7% |
| 3M | -14.8% | +1.6% | -16.4% | -14.6% |
| 6M | -25.5% | +13.9% | -39.5% | -22.9% |
| YTD | -47.2% | -11.7% | -35.5% | -48.8% |
| 1Y | -42.3% | -18.2% | -24.1% | -45.2% |
| 3Y | +806.8% | -35.2% | +842.0% | +706.1% |
| 5Y | +261.6% | -30.5% | +292.2% | +241.9% |
| All | +446.2% | -40.6% | +486.8% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling