+9.2%
CNH vs ALC
+2.3%
+6.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.4% |
| 7D | -1.7% | +4.9% | -6.6% | -3.4% |
| 30D | -7.2% | +19.0% | -26.2% | -12.8% |
| 3M | +6.5% | +7.8% | -1.2% | +3.5% |
| 6M | +7.9% | +14.6% | -6.7% | +2.2% |
| YTD | +26.6% | -4.4% | +31.0% | +27.8% |
| 1Y | +13.8% | +1.4% | +12.4% | +12.1% |
| 3Y | +9.2% | +2.5% | +6.7% | +2.9% |
| All | +9.2% | +2.3% | +6.9% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling