+31.2%
CNH vs ALK
+37.1%
-5.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.7% |
| 7D | -0.4% | +7.1% | -7.4% | -3.2% |
| 30D | -15.2% | -3.0% | -12.2% | -14.7% |
| 3M | +4.3% | -25.6% | +29.9% | +15.4% |
| 6M | +10.1% | +0.5% | +9.6% | +7.5% |
| YTD | +23.2% | -23.1% | +46.3% | +30.8% |
| 1Y | +8.5% | -7.5% | +16.0% | +6.7% |
| 3Y | +4.1% | +15.3% | -11.3% | -12.4% |
| 5Y | -17.8% | -34.8% | +16.9% | -15.3% |
| 10Y | +113.3% | -41.2% | +154.5% | +101.8% |
| All | +31.2% | +37.1% | -5.9% | -0.4% |
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