+391.7%
APP vs CPB
-45.8%
+437.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +1.5% |
| 7D | +0.9% | -8.6% | +9.5% | -1.1% |
| 30D | -23.3% | -7.2% | -16.0% | -24.6% |
| 3M | -42.6% | +0.9% | -43.5% | -42.2% |
| 6M | -33.6% | -11.8% | -21.8% | -35.9% |
| YTD | -52.4% | -19.4% | -33.0% | -54.9% |
| 1Y | -35.9% | -30.4% | -5.5% | -41.3% |
| 3Y | +642.2% | -40.2% | +682.4% | +549.0% |
| 5Y | +311.1% | -39.5% | +350.6% | +280.2% |
| All | +391.7% | -45.8% | +437.5% | +342.9% |
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