-9.6%
CNH vs ALK
-28.6%
+19.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +4.5% | +12.9% | -8.4% | +0.1% |
| 30D | +7.6% | +5.5% | +2.1% | +5.3% |
| 3M | +17.0% | -12.1% | +29.1% | +21.6% |
| 6M | +12.9% | +1.7% | +11.2% | +10.3% |
| YTD | +34.3% | -17.4% | +51.7% | +38.7% |
| 1Y | +28.5% | -1.9% | +30.5% | +24.1% |
| 3Y | +31.9% | +21.2% | +10.6% | +5.9% |
| 5Y | -9.6% | -27.8% | +18.2% | -10.5% |
| All | -9.6% | -28.6% | +19.0% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling