+40.8%
ALB vs CNH
+134.0%
-93.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -6.1% |
| 7D | +9.5% | +8.6% | +0.9% | +4.0% |
| 30D | -2.1% | +12.6% | -14.7% | -9.3% |
| 3M | -24.1% | +17.5% | -41.7% | -32.6% |
| 6M | -51.0% | +18.1% | -69.1% | -57.4% |
| YTD | -29.3% | +40.4% | -69.7% | -45.7% |
| 1Y | +3.2% | +34.0% | -30.8% | -18.7% |
| 3Y | -9.3% | +35.3% | -44.6% | -28.8% |
| 5Y | -61.6% | -5.1% | -56.5% | -63.9% |
| 10Y | +40.8% | +124.0% | -83.2% | -9.7% |
| All | +40.8% | +134.0% | -93.2% | -9.7% |
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