+378.5%
APP vs CPNG
-67.9%
+446.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.5% | -1.0% |
| 7D | +0.1% | -6.3% | +6.4% | +3.5% |
| 30D | -10.0% | -8.7% | -1.3% | -5.9% |
| 3M | -44.6% | -2.4% | -42.2% | -45.2% |
| 6M | -37.9% | -22.3% | -15.5% | -31.7% |
| YTD | -53.7% | -37.2% | -16.5% | -43.1% |
| 1Y | -43.0% | -53.0% | +10.0% | -18.5% |
| 3Y | +640.8% | -20.0% | +660.8% | +671.8% |
| 5Y | +358.8% | -52.8% | +411.6% | +399.3% |
| All | +378.5% | -67.9% | +446.4% | +388.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling