+500.0%
APP vs CNH
-4.3%
+504.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +9.1% |
| 7D | +71.2% | -1.7% | +72.9% | +71.6% |
| 30D | +39.1% | -7.2% | +46.3% | +41.4% |
| 3M | +16.5% | +6.5% | +10.0% | +12.6% |
| 6M | -16.6% | +7.9% | -24.4% | -20.3% |
| YTD | -41.9% | +26.6% | -68.5% | -49.3% |
| 1Y | -37.0% | +13.8% | -50.8% | -42.9% |
| 3Y | +892.4% | +9.2% | +883.2% | +761.0% |
| 5Y | +297.3% | -15.6% | +312.9% | +285.0% |
| All | +500.0% | -4.3% | +504.3% | +472.8% |
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 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