+933.3%
APP vs CNH
+32.9%
+900.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.9% | -6.1% | +3.9% |
| 7D | +79.2% | +8.6% | +70.6% | +77.8% |
| 30D | +48.0% | +12.6% | +35.4% | +46.2% |
| 3M | +18.2% | +17.5% | +0.7% | +15.9% |
| 6M | -12.5% | +18.1% | -30.6% | -14.4% |
| YTD | -39.2% | +40.4% | -79.5% | -43.6% |
| 1Y | -33.9% | +34.0% | -67.9% | -38.1% |
| 3Y | +933.3% | +35.3% | +898.0% | +786.5% |
| All | +933.3% | +32.9% | +900.3% | +786.5% |
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