+53.5%
ALAB vs CNH
+16.6%
+36.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +16.3% | +3.0% | +13.3% | +15.5% |
| 30D | -26.1% | -0.6% | -25.5% | -25.9% |
| 3M | -31.3% | +14.6% | -45.9% | -33.4% |
| 6M | -1.0% | +11.8% | -12.8% | -4.0% |
| YTD | +33.3% | +30.4% | +2.9% | +36.6% |
| 1Y | +53.5% | +19.1% | +34.5% | +55.4% |
| All | +53.5% | +16.6% | +36.9% | +55.4% |
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