+313.2%
APP vs CNH
-9.2%
+322.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.8% | -2.3% |
| 7D | +61.1% | +4.5% | +56.6% | +58.6% |
| 30D | +42.8% | +7.6% | +35.1% | +39.0% |
| 3M | +16.7% | +17.0% | -0.3% | +9.3% |
| 6M | -15.6% | +12.9% | -28.5% | -20.6% |
| YTD | -41.3% | +34.3% | -75.6% | -50.0% |
| 1Y | -39.3% | +28.5% | -67.8% | -47.6% |
| 3Y | +803.2% | +31.9% | +771.3% | +608.9% |
| 5Y | +313.2% | -9.6% | +322.8% | +289.8% |
| All | +313.2% | -9.2% | +322.4% | +289.8% |
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 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