+803.3%
APP vs CNH
+4.2%
+799.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.9% | +35.0% | +31.3% |
| 7D | +39.7% | -0.4% | +40.1% | +39.4% |
| 30D | +27.7% | -15.2% | +43.0% | +29.4% |
| 3M | -14.8% | +4.3% | -19.0% | -15.6% |
| 6M | -25.5% | +10.1% | -35.6% | -26.7% |
| YTD | -47.2% | +23.2% | -70.3% | -50.1% |
| 1Y | -42.3% | +8.5% | -50.8% | -44.0% |
| All | +803.3% | +4.2% | +799.2% | +751.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling