+65.2%
ALAB vs CNH
+29.2%
+35.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.0% | +5.7% | +8.9% |
| 7D | +7.2% | +23.3% | -16.1% | +2.5% |
| 30D | -2.5% | +33.5% | -36.0% | -8.9% |
| 3M | -13.3% | +32.7% | -46.0% | -18.7% |
| 6M | +172.8% | +22.2% | +150.7% | +144.9% |
| YTD | +86.6% | +57.7% | +28.9% | +69.1% |
| 1Y | +65.2% | +28.0% | +37.2% | +82.0% |
| All | +65.2% | +29.2% | +35.9% | +82.0% |
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