+249.6%
ALAB vs CNH
+10.3%
+239.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +10.9% | +2.8% | +9.2% |
| 7D | -5.6% | +8.6% | -14.1% | -8.3% |
| 30D | -36.6% | +12.6% | -49.2% | -39.5% |
| 3M | -35.1% | +17.5% | -52.6% | -40.0% |
| 6M | +8.5% | +18.1% | -9.6% | +0.1% |
| YTD | +30.4% | +40.4% | -10.0% | +7.5% |
| 1Y | +31.0% | +34.0% | -2.9% | +10.0% |
| All | +249.6% | +10.3% | +239.3% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling