+28.0%
CNH vs ALC
-10.2%
+38.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.6% |
| 7D | +23.3% | -2.1% | +25.4% | +23.9% |
| 30D | +33.5% | -0.1% | +33.6% | +33.2% |
| 3M | +32.7% | +5.9% | +26.8% | +30.2% |
| 6M | +22.2% | -15.9% | +38.1% | +31.8% |
| YTD | +57.7% | -10.1% | +67.8% | +62.7% |
| 1Y | +28.0% | -10.2% | +38.2% | +30.4% |
| All | +28.0% | -10.2% | +38.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling