+68.0%
CNH vs ALK
+48.9%
+19.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.5% |
| 7D | +23.3% | -0.7% | +23.9% | +23.6% |
| 30D | +33.5% | -19.2% | +52.7% | +44.3% |
| 3M | +32.7% | -1.5% | +34.2% | +32.2% |
| 6M | +22.2% | -13.1% | +35.2% | +26.1% |
| YTD | +57.7% | -16.4% | +74.1% | +63.5% |
| 1Y | +28.0% | -33.1% | +61.1% | +43.2% |
| 3Y | +11.5% | +0.6% | +10.9% | +0.1% |
| 5Y | +11.9% | -26.4% | +38.3% | +10.5% |
| 10Y | +162.8% | -34.2% | +196.9% | +140.7% |
| All | +68.0% | +48.9% | +19.0% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling