+31.4%
ALB vs CNH
+116.5%
-85.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.6% |
| 7D | +9.1% | -1.7% | +10.8% | +9.9% |
| 30D | -3.4% | -7.2% | +3.8% | -0.1% |
| 3M | -20.6% | +6.5% | -27.1% | -25.2% |
| 6M | -48.2% | +7.9% | -56.0% | -52.4% |
| YTD | -29.2% | +26.6% | -55.8% | -42.1% |
| 1Y | +10.0% | +13.8% | -3.8% | -4.7% |
| 3Y | -12.9% | +9.2% | -22.1% | -23.0% |
| 5Y | -61.3% | -15.6% | -45.7% | -61.0% |
| All | +31.4% | +116.5% | -85.1% | -9.1% |
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 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