+35.1%
AAPL vs CNH
+22.6%
+12.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -3.0% | +1.8% | -4.8% | -3.1% |
| 30D | +2.3% | +32.6% | -30.3% | -0.5% |
| 3M | +8.6% | +29.4% | -20.8% | +5.9% |
| 6M | +21.6% | +26.0% | -4.4% | +17.9% |
| YTD | +16.3% | +52.2% | -35.9% | +10.8% |
| 1Y | +35.1% | +23.9% | +11.2% | +30.5% |
| All | +35.1% | +22.6% | +12.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling