+167.5%
CNH vs APD
+165.5%
+2.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | +23.3% | -2.2% | +25.5% | +24.9% |
| 30D | +33.5% | +2.1% | +31.4% | +31.6% |
| 3M | +32.7% | +7.2% | +25.5% | +25.9% |
| 6M | +22.2% | +11.2% | +10.9% | +12.7% |
| YTD | +57.7% | +24.4% | +33.3% | +34.9% |
| 1Y | +28.0% | +6.7% | +21.3% | +19.7% |
| 3Y | +11.5% | +9.2% | +2.3% | -0.3% |
| 5Y | +11.9% | +27.4% | -15.5% | -11.5% |
| All | +167.5% | +165.5% | +2.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling