+316.8%
APP vs CSGP
-64.2%
+381.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.7% | +8.3% |
| 7D | +4.5% | +18.3% | -13.8% | -6.0% |
| 30D | -3.6% | +17.8% | -21.4% | -15.1% |
| 3M | -35.3% | +9.3% | -44.5% | -40.7% |
| 6M | -42.8% | -7.9% | -34.9% | -42.3% |
| YTD | -59.7% | -51.5% | -8.1% | -39.1% |
| 1Y | -55.4% | -53.3% | -2.0% | -31.4% |
| 3Y | +592.0% | -57.9% | +649.9% | +987.3% |
| 5Y | +175.7% | -61.3% | +237.1% | +321.4% |
| All | +316.8% | -64.2% | +381.0% | +520.7% |
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