-35.9%
APP vs CNH
+29.2%
-65.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +2.6% |
| 7D | +0.9% | +23.3% | -22.4% | +2.9% |
| 30D | -23.3% | +33.5% | -56.7% | -21.0% |
| 3M | -42.6% | +32.7% | -75.4% | -40.9% |
| 6M | -33.6% | +22.2% | -55.8% | -34.8% |
| YTD | -52.4% | +57.7% | -110.1% | -50.7% |
| 1Y | -35.9% | +28.0% | -63.9% | -29.8% |
| All | -35.9% | +29.2% | -65.1% | -29.8% |
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 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