-43.9%
ALB vs CNH
+11.5%
-55.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.5% | -6.8% |
| 7D | -8.1% | +23.3% | -31.4% | -19.4% |
| 30D | +6.3% | +33.5% | -27.2% | -11.5% |
| 3M | -23.6% | +32.7% | -56.3% | -37.1% |
| 6M | -24.6% | +22.2% | -46.8% | -35.6% |
| YTD | -10.3% | +57.7% | -68.0% | -36.2% |
| 1Y | +61.5% | +28.0% | +33.5% | +31.4% |
| 3Y | -34.0% | +11.5% | -45.5% | -41.9% |
| All | -43.9% | +11.5% | -55.3% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling