+8.5%
AAL vs CNH
+31.1%
-22.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.7% |
| 7D | +3.4% | +6.7% | -3.2% | +1.2% |
| 30D | +11.7% | +7.2% | +4.5% | +9.1% |
| 3M | -7.8% | +17.5% | -25.3% | -14.2% |
| 6M | +10.2% | +15.0% | -4.7% | +3.4% |
| YTD | -8.0% | +36.8% | -44.8% | -17.9% |
| 1Y | +8.5% | +27.6% | -19.1% | -1.0% |
| All | +8.5% | +31.1% | -22.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling