+391.7%
APP vs CSGP
-66.1%
+457.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +3.8% |
| 7D | +0.9% | -4.1% | +4.9% | +3.4% |
| 30D | -23.3% | +2.3% | -25.6% | -24.9% |
| 3M | -42.6% | -8.2% | -34.5% | -40.6% |
| 6M | -33.6% | -35.1% | +1.5% | -13.4% |
| YTD | -52.4% | -54.0% | +1.6% | -23.9% |
| 1Y | -35.9% | -65.3% | +29.4% | +24.2% |
| 3Y | +642.2% | -62.6% | +704.8% | +1,197.1% |
| 5Y | +311.1% | -64.8% | +375.9% | +563.3% |
| All | +391.7% | -66.1% | +457.7% | +675.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling