+528.8%
APP vs CNH
+6.2%
+522.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.9% | -6.1% | +1.8% |
| 7D | +79.2% | +8.6% | +70.6% | +74.7% |
| 30D | +48.0% | +12.6% | +35.4% | +42.5% |
| 3M | +18.2% | +17.5% | +0.7% | +11.1% |
| 6M | -12.5% | +18.1% | -30.6% | -18.5% |
| YTD | -39.2% | +40.4% | -79.5% | -48.3% |
| 1Y | -33.9% | +34.0% | -67.9% | -43.1% |
| 3Y | +933.3% | +35.3% | +898.0% | +728.1% |
| 5Y | +295.9% | -5.1% | +301.0% | +272.1% |
| All | +528.8% | +6.2% | +522.7% | +483.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling