+2,082.3%
AAPL vs CNH
+64.7%
+2,017.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.6% | -3.6% |
| 7D | +0.1% | +23.3% | -23.2% | -5.5% |
| 30D | +3.0% | +33.5% | -30.5% | -5.1% |
| 3M | +2.9% | +32.7% | -29.8% | -5.6% |
| 6M | +22.1% | +22.2% | -0.1% | +13.8% |
| YTD | +18.0% | +57.7% | -39.7% | +2.0% |
| 1Y | +33.9% | +28.0% | +6.0% | +22.4% |
| 3Y | +71.2% | +11.5% | +59.6% | +58.9% |
| 5Y | +112.6% | +11.9% | +100.7% | +92.8% |
| 10Y | +1,198.8% | +162.8% | +1,036.0% | +805.5% |
| All | +2,082.3% | +64.7% | +2,017.7% | +1,496.8% |
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