-14.9%
CNH vs ALC
-11.2%
-3.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.6% |
| 7D | -1.7% | +4.9% | -6.6% | -3.9% |
| 30D | -7.2% | +19.0% | -26.2% | -14.2% |
| 3M | +6.5% | +7.8% | -1.2% | +2.6% |
| 6M | +7.9% | +14.6% | -6.7% | +0.6% |
| YTD | +26.6% | -4.4% | +31.0% | +27.4% |
| 1Y | +13.8% | +1.4% | +12.4% | +11.3% |
| 3Y | +9.2% | +2.5% | +6.7% | +2.0% |
| All | -14.9% | -11.2% | -3.7% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling