+28.0%
CNH vs ALK
-33.1%
+61.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +23.3% | -0.7% | +23.9% | +23.5% |
| 30D | +33.5% | -19.2% | +52.7% | +41.8% |
| 3M | +32.7% | -1.5% | +34.2% | +33.1% |
| 6M | +22.2% | -13.1% | +35.2% | +22.6% |
| YTD | +57.7% | -16.4% | +74.1% | +58.5% |
| 1Y | +28.0% | -33.1% | +61.1% | +30.9% |
| All | +28.0% | -33.1% | +61.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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