+27.6%
CNH vs ALK
-3.2%
+30.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +6.7% | +2.6% | +4.1% | +5.9% |
| 30D | +7.2% | +7.8% | -0.6% | +4.7% |
| 3M | +17.5% | -15.2% | +32.7% | +23.1% |
| 6M | +15.0% | +5.0% | +9.9% | +12.2% |
| YTD | +36.8% | -18.4% | +55.2% | +37.6% |
| 1Y | +27.6% | -2.4% | +30.0% | +16.9% |
| All | +27.6% | -3.2% | +30.9% | +16.9% |
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