+50.7%
CNH vs ALC
+30.3%
+20.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -3.7% |
| 7D | +4.5% | +2.3% | +2.2% | +3.2% |
| 30D | +7.6% | +15.5% | -7.9% | -0.1% |
| 3M | +17.0% | +0.6% | +16.4% | +16.1% |
| 6M | +12.9% | +18.4% | -5.4% | +2.5% |
| YTD | +34.3% | -5.6% | +39.8% | +35.6% |
| 1Y | +28.5% | 0.0% | +28.5% | +25.9% |
| 3Y | +31.9% | +2.8% | +29.0% | +22.3% |
| 5Y | -9.6% | -8.8% | -0.8% | -11.9% |
| All | +50.7% | +30.3% | +20.4% | +15.7% |
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