-32.0%
APP vs CNH
+31.1%
-63.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.5% | +2.5% |
| 7D | +48.9% | +6.7% | +42.3% | +50.2% |
| 30D | +49.4% | +7.2% | +42.2% | +51.0% |
| 3M | +27.0% | +17.5% | +9.5% | +30.5% |
| 6M | -15.4% | +15.0% | -30.3% | -13.5% |
| YTD | -39.9% | +36.8% | -76.7% | -36.2% |
| 1Y | -32.0% | +27.6% | -59.6% | -28.2% |
| All | -32.0% | +31.1% | -63.0% | -28.2% |
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