+2,277.0%
AAPL vs CNH
+40.2%
+2,236.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.7% | +0.5% |
| 7D | +5.0% | +4.5% | +0.5% | +3.6% |
| 30D | +3.5% | +7.6% | -4.1% | +1.2% |
| 3M | +13.1% | +17.0% | -3.9% | +7.1% |
| 6M | +19.0% | +12.9% | +6.1% | +13.0% |
| YTD | +28.5% | +34.3% | -5.7% | +15.2% |
| 1Y | +29.7% | +28.5% | +1.2% | +17.5% |
| 3Y | +89.2% | +31.9% | +57.4% | +66.7% |
| 5Y | +141.2% | -9.6% | +150.8% | +130.3% |
| 10Y | +1,306.6% | +106.3% | +1,200.3% | +932.3% |
| All | +2,277.0% | +40.2% | +2,236.8% | +1,703.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling