+19.4%
CNH vs ALC
-12.7%
+32.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -5.0% |
| 7D | +8.8% | -3.7% | +12.5% | +9.9% |
| 30D | +24.7% | -3.7% | +28.4% | +25.8% |
| 3M | +27.3% | +4.6% | +22.8% | +25.4% |
| 6M | +23.2% | -14.6% | +37.7% | +31.1% |
| YTD | +48.9% | -11.9% | +60.8% | +54.5% |
| 1Y | +19.4% | -13.1% | +32.5% | +22.5% |
| All | +19.4% | -12.7% | +32.1% | +22.5% |
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