+112.4%
CNH vs ALK
-41.7%
+154.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.5% |
| 7D | -1.7% | +9.0% | -10.7% | -5.3% |
| 30D | -7.2% | -1.6% | -5.6% | -7.1% |
| 3M | +6.5% | -23.2% | +29.7% | +17.0% |
| 6M | +7.9% | -3.9% | +11.7% | +7.0% |
| YTD | +26.6% | -22.6% | +49.2% | +34.4% |
| 1Y | +13.8% | -5.3% | +19.1% | +10.6% |
| 3Y | +9.2% | +18.6% | -9.4% | -10.9% |
| 5Y | -15.6% | -34.4% | +18.8% | -13.3% |
| All | +112.4% | -41.7% | +154.1% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling