+10.3%
CNH vs ALK
+2.1%
+8.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +23.3% | -0.7% | +23.9% | +23.5% |
| 30D | +33.5% | -19.2% | +52.7% | +42.3% |
| 3M | +32.7% | -1.5% | +34.2% | +32.6% |
| 6M | +22.2% | -13.1% | +35.2% | +25.1% |
| YTD | +57.7% | -16.4% | +74.1% | +62.1% |
| 1Y | +28.0% | -33.1% | +61.1% | +40.2% |
| All | +10.3% | +2.1% | +8.2% | -2.6% |
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