+7.9%
CNH vs APD
+1.7%
+6.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.0% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | -7.2% | +9.6% | -16.8% | -7.8% |
| 3M | +6.5% | +1.6% | +4.9% | +6.0% |
| 6M | +7.9% | +2.2% | +5.7% | +10.9% |
| All | +7.9% | +1.7% | +6.2% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling