+527.5%
APP vs CPNG
-67.1%
+594.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +4.6% | -6.8% | +11.3% | +8.4% |
| 30D | +56.0% | +5.5% | +50.5% | +51.0% |
| 3M | +30.8% | -6.8% | +37.6% | +34.7% |
| 6M | -9.8% | -4.8% | -5.0% | -10.3% |
| YTD | -39.3% | -35.6% | -3.7% | -26.7% |
| 1Y | -26.4% | -46.8% | +20.3% | -2.0% |
| 3Y | +887.9% | -0.8% | +888.7% | +817.0% |
| 5Y | +264.1% | -42.9% | +306.9% | +276.5% |
| All | +527.5% | -67.1% | +594.5% | +528.4% |
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