+298.1%
APP vs CNH
-17.7%
+315.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +4.6% | +3.0% | +1.5% | +3.7% |
| 30D | +56.0% | -0.6% | +56.6% | +55.6% |
| 3M | +30.8% | +14.6% | +16.2% | +23.7% |
| 6M | -9.8% | +11.8% | -21.6% | -14.7% |
| YTD | -39.3% | +30.4% | -69.7% | -47.5% |
| 1Y | -26.4% | +19.1% | -45.5% | -34.2% |
| 3Y | +887.9% | +30.2% | +857.7% | +684.1% |
| All | +298.1% | -17.7% | +315.8% | +293.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling