+53.5%
CNH vs ALC
+27.5%
+26.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +2.9% |
| 7D | +6.7% | -6.3% | +12.9% | +10.1% |
| 30D | +7.2% | +12.6% | -5.4% | +0.7% |
| 3M | +17.5% | -3.8% | +21.3% | +19.2% |
| 6M | +15.0% | +16.8% | -1.9% | +5.0% |
| YTD | +36.8% | -7.6% | +44.4% | +39.6% |
| 1Y | +27.6% | -5.9% | +33.5% | +29.0% |
| 3Y | +34.3% | +0.6% | +33.7% | +25.9% |
| 5Y | -12.2% | -9.5% | -2.8% | -14.2% |
| All | +53.5% | +27.5% | +26.1% | +19.1% |
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