+589.4%
APP vs CSGP
-57.8%
+647.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.7% | +9.0% |
| 7D | +4.5% | +18.3% | -13.8% | -2.9% |
| 30D | -3.6% | +17.8% | -21.4% | -11.9% |
| 3M | -35.3% | +9.3% | -44.5% | -38.9% |
| 6M | -42.8% | -7.9% | -34.9% | -41.8% |
| YTD | -59.7% | -51.5% | -8.1% | -45.1% |
| 1Y | -55.4% | -53.3% | -2.0% | -38.3% |
| All | +589.4% | -57.8% | +647.2% | +784.5% |
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