-17.4%
CNH vs APD
+15.4%
-32.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | +6.4% | +2.2% | +4.2% | +5.3% |
| 30D | -1.6% | +9.4% | -11.1% | -6.1% |
| 3M | +11.6% | +4.7% | +6.9% | +9.0% |
| 6M | +12.5% | +5.5% | +7.0% | +8.8% |
| YTD | +31.1% | +31.4% | -0.3% | +11.3% |
| 1Y | +17.0% | +24.1% | -7.1% | +2.3% |
| 3Y | +28.7% | +28.8% | 0.0% | +6.8% |
| 5Y | -17.4% | +15.8% | -33.2% | -29.2% |
| All | -17.4% | +15.4% | -32.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling