0.0%
ALNY vs CNH
+29.5%
-29.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.4% |
| 7D | +5.8% | +3.0% | +2.8% | +5.3% |
| 30D | -26.5% | -0.6% | -25.9% | -26.5% |
| 3M | -27.3% | +14.6% | -42.0% | -29.4% |
| 6M | -43.4% | +11.8% | -55.1% | -44.8% |
| YTD | -58.5% | +30.4% | -88.9% | -60.5% |
| 1Y | -63.6% | +19.1% | -82.7% | -64.9% |
| 3Y | 0.0% | +30.2% | -30.2% | -5.0% |
| All | 0.0% | +29.5% | -29.5% | -5.0% |
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