+124.0%
CNH vs ALK
-37.5%
+161.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.1% | +3.8% | +8.1% |
| 7D | +8.6% | +8.9% | -0.4% | +4.9% |
| 30D | +12.6% | +5.9% | +6.6% | +9.5% |
| 3M | +17.5% | -16.5% | +34.0% | +25.1% |
| 6M | +18.1% | +2.1% | +16.0% | +14.6% |
| YTD | +40.4% | -17.1% | +57.5% | +45.3% |
| 1Y | +34.0% | -2.9% | +36.9% | +29.4% |
| 3Y | +35.3% | +24.5% | +10.8% | +8.7% |
| 5Y | -5.1% | -29.1% | +24.0% | -5.4% |
| 10Y | +124.0% | -39.1% | +163.2% | +109.0% |
| All | +124.0% | -37.5% | +161.5% | +109.0% |
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