+446.2%
APP vs CSGP
-64.8%
+511.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.6% | +32.7% | +32.0% |
| 7D | +39.7% | +13.9% | +25.8% | +28.2% |
| 30D | +27.7% | +16.0% | +11.7% | +13.3% |
| 3M | -14.8% | +6.1% | -20.9% | -20.7% |
| 6M | -25.5% | -8.2% | -17.4% | -25.1% |
| YTD | -47.2% | -52.3% | +5.2% | -19.6% |
| 1Y | -42.3% | -54.5% | +12.2% | -10.1% |
| 3Y | +806.8% | -58.6% | +865.4% | +1,335.0% |
| 5Y | +261.6% | -61.5% | +323.1% | +454.7% |
| All | +446.2% | -64.8% | +511.0% | +719.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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