-14.1%
ALB vs CNH
+29.5%
-43.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -5.8% | +3.0% | -8.8% | -7.6% |
| 30D | -4.5% | -0.6% | -3.9% | -5.0% |
| 3M | -28.1% | +14.6% | -42.7% | -35.2% |
| 6M | -53.2% | +11.8% | -64.9% | -58.1% |
| YTD | -33.3% | +30.4% | -63.7% | -48.3% |
| 1Y | -17.4% | +19.1% | -36.5% | -31.7% |
| 3Y | -14.1% | +30.2% | -44.3% | -41.0% |
| All | -14.1% | +29.5% | -43.7% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling