+10.2%
AAL vs CNH
+18.0%
-7.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.6% |
| 7D | +3.4% | +6.7% | -3.2% | +1.5% |
| 30D | +11.7% | +7.2% | +4.5% | +9.5% |
| 3M | -7.8% | +17.5% | -25.3% | -13.4% |
| 6M | +10.2% | +15.0% | -4.7% | +3.1% |
| All | +10.2% | +18.0% | -7.7% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling