+34.8%
CNH vs APD
+323.4%
-288.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.7% |
| 7D | -1.7% | -3.7% | +2.0% | +0.6% |
| 30D | -7.2% | +9.6% | -16.8% | -12.4% |
| 3M | +6.5% | +1.6% | +4.9% | +5.3% |
| 6M | +7.9% | +2.2% | +5.7% | +5.3% |
| YTD | +26.6% | +25.9% | +0.7% | +7.4% |
| 1Y | +13.8% | +20.1% | -6.4% | -1.0% |
| 3Y | +9.2% | +12.4% | -3.2% | -4.4% |
| 5Y | -15.6% | +11.1% | -26.7% | -26.4% |
| 10Y | +119.2% | +190.1% | -70.9% | -4.7% |
| All | +34.8% | +323.4% | -288.6% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling