-55.4%
APP vs CNH
+15.2%
-70.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.7% |
| 7D | +4.5% | +6.5% | -1.9% | +5.3% |
| 30D | -3.6% | -12.0% | +8.3% | -4.6% |
| 3M | -35.3% | +4.4% | -39.6% | -34.3% |
| 6M | -42.8% | +15.7% | -58.5% | -40.6% |
| YTD | -59.7% | +28.2% | -87.9% | -57.0% |
| 1Y | -55.4% | +14.8% | -70.1% | -53.4% |
| All | -55.4% | +15.2% | -70.6% | -53.4% |
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