+30.2%
CNH vs ALC
+4.4%
+25.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.5% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | -0.6% | +16.0% | -16.6% | -5.6% |
| 3M | +14.6% | +0.8% | +13.8% | +14.1% |
| 6M | +11.8% | +16.8% | -5.1% | +5.2% |
| YTD | +30.4% | -5.5% | +35.9% | +32.1% |
| 1Y | +19.1% | -5.3% | +24.3% | +20.4% |
| 3Y | +30.2% | +4.1% | +26.1% | +23.5% |
| All | +30.2% | +4.4% | +25.8% | +23.5% |
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 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