+57.6%
CNH vs ALC
+32.2%
+25.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +10.8% |
| 7D | +8.6% | +2.1% | +6.5% | +7.3% |
| 30D | +12.6% | +17.2% | -4.6% | +3.6% |
| 3M | +17.5% | +4.6% | +12.9% | +14.2% |
| 6M | +18.1% | +20.1% | -2.0% | +6.4% |
| YTD | +40.4% | -4.2% | +44.6% | +40.8% |
| 1Y | +34.0% | +2.1% | +31.9% | +29.9% |
| 3Y | +35.3% | +4.5% | +30.8% | +24.5% |
| 5Y | -5.1% | -12.3% | +7.3% | -5.3% |
| All | +57.6% | +32.2% | +25.4% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling