+333.0%
APP vs CPNG
-49.0%
+382.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.0% |
| 7D | +0.9% | -7.4% | +8.3% | +5.2% |
| 30D | -23.3% | -4.4% | -18.8% | -21.8% |
| 3M | -42.6% | -7.5% | -35.1% | -41.7% |
| 6M | -33.6% | -19.9% | -13.7% | -27.9% |
| YTD | -52.4% | -35.2% | -17.2% | -41.9% |
| 1Y | -35.9% | -46.8% | +10.9% | -12.9% |
| 3Y | +642.2% | -20.2% | +662.4% | +670.5% |
| All | +333.0% | -49.0% | +382.0% | +383.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling