-33.6%
APP vs CSGP
-34.0%
+0.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +3.3% |
| 7D | +0.9% | -4.1% | +4.9% | +2.7% |
| 30D | -23.3% | +2.3% | -25.6% | -24.6% |
| 3M | -42.6% | -8.2% | -34.5% | -39.1% |
| 6M | -33.6% | -35.1% | +1.5% | -0.3% |
| All | -33.6% | -34.0% | +0.4% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling