+35.3%
CNH vs ALK
+21.9%
+13.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.1% | +3.8% | +8.8% |
| 7D | +8.6% | +8.9% | -0.4% | +5.8% |
| 30D | +12.6% | +5.9% | +6.6% | +10.3% |
| 3M | +17.5% | -16.5% | +34.0% | +23.5% |
| 6M | +18.1% | +2.1% | +16.0% | +15.8% |
| YTD | +40.4% | -17.1% | +57.5% | +44.0% |
| 1Y | +34.0% | -2.9% | +36.9% | +30.5% |
| 3Y | +35.3% | +24.5% | +10.8% | +15.5% |
| All | +35.3% | +21.9% | +13.4% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling