+446.2%
APP vs CNH
-6.8%
+453.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.9% | +35.0% | +32.1% |
| 7D | +39.7% | -0.4% | +40.1% | +39.1% |
| 30D | +27.7% | -15.2% | +43.0% | +33.0% |
| 3M | -14.8% | +4.3% | -19.0% | -17.3% |
| 6M | -25.5% | +10.1% | -35.6% | -29.6% |
| YTD | -47.2% | +23.2% | -70.3% | -53.5% |
| 1Y | -42.3% | +8.5% | -50.8% | -46.8% |
| 3Y | +806.8% | +4.1% | +802.7% | +701.0% |
| 5Y | +261.6% | -17.8% | +279.5% | +252.8% |
| All | +446.2% | -6.8% | +453.0% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling