+34.4%
CNH vs ALK
-4.9%
+39.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.1% | +3.8% | +8.7% |
| 7D | +8.6% | +8.9% | -0.4% | +5.9% |
| 30D | +12.6% | +5.9% | +6.6% | +10.4% |
| 3M | +17.5% | -16.5% | +34.0% | +23.7% |
| 6M | +18.1% | +2.1% | +16.0% | +16.3% |
| YTD | +40.4% | -17.1% | +57.5% | +40.6% |
| All | +34.4% | -4.9% | +39.3% | +25.3% |
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 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