+77.0%
CNH vs ALC
+24.0%
+53.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.1% |
| 7D | +23.3% | -2.1% | +25.4% | +24.5% |
| 30D | +33.5% | -0.1% | +33.6% | +33.2% |
| 3M | +32.7% | +5.9% | +26.8% | +28.4% |
| 6M | +22.2% | -15.9% | +38.1% | +31.9% |
| YTD | +57.7% | -10.1% | +67.8% | +63.8% |
| 1Y | +28.0% | -10.2% | +38.2% | +32.8% |
| 3Y | +11.5% | -13.6% | +25.1% | +14.4% |
| 5Y | +11.9% | -15.1% | +27.0% | +13.3% |
| All | +77.0% | +24.0% | +53.0% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling