+133.0%
AAPL vs CNH
-14.7%
+147.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | +1.7% | -7.2% | +8.9% | +3.4% |
| 3M | +9.7% | +6.5% | +3.1% | +6.7% |
| 6M | +19.3% | +7.9% | +11.4% | +14.8% |
| YTD | +26.3% | +26.6% | -0.3% | +14.7% |
| 1Y | +27.4% | +13.8% | +13.6% | +19.2% |
| 3Y | +93.6% | +9.2% | +84.4% | +79.0% |
| All | +133.0% | -14.7% | +147.7% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling