+9.2%
CNH vs APD
+11.7%
-2.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.3% |
| 7D | -1.7% | -3.7% | +2.0% | -0.3% |
| 30D | -7.2% | +9.6% | -16.8% | -10.3% |
| 3M | +6.5% | +1.6% | +4.9% | +5.8% |
| 6M | +7.9% | +2.2% | +5.7% | +6.6% |
| YTD | +26.6% | +25.9% | +0.7% | +14.1% |
| 1Y | +13.8% | +20.1% | -6.4% | +4.3% |
| 3Y | +9.2% | +12.4% | -3.2% | +7.8% |
| All | +9.2% | +11.7% | -2.5% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling