+803.3%
APP vs CSGP
-58.5%
+861.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.6% | +32.7% | +31.7% |
| 7D | +39.7% | +13.9% | +25.8% | +31.6% |
| 30D | +27.7% | +16.0% | +11.7% | +17.3% |
| 3M | -14.8% | +6.1% | -20.9% | -18.7% |
| 6M | -25.5% | -8.2% | -17.4% | -24.4% |
| YTD | -47.2% | -52.3% | +5.2% | -27.7% |
| 1Y | -42.3% | -54.5% | +12.2% | -19.4% |
| All | +803.3% | -58.5% | +861.8% | +1,064.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling