+503.8%
APP vs CNH
-0.9%
+504.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.4% | -1.6% |
| 7D | +10.6% | +6.4% | +4.2% | +8.7% |
| 30D | +44.6% | -1.6% | +46.2% | +44.7% |
| 3M | +29.6% | +11.6% | +18.0% | +23.6% |
| 6M | -19.8% | +12.5% | -32.3% | -24.3% |
| YTD | -41.6% | +31.1% | -72.7% | -49.4% |
| 1Y | -32.7% | +17.0% | -49.7% | -39.2% |
| 3Y | +799.0% | +28.7% | +770.3% | +628.0% |
| 5Y | +250.4% | -17.4% | +267.8% | +241.7% |
| All | +503.8% | -0.9% | +504.7% | +470.8% |
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