+124.0%
CNH vs ALLE
+233.6%
-109.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +9.1% |
| 7D | +8.6% | -0.6% | +9.2% | +9.1% |
| 30D | +12.6% | +26.6% | -14.1% | -4.1% |
| 3M | +17.5% | +13.2% | +4.3% | +7.8% |
| 6M | +18.1% | +42.9% | -24.8% | -7.9% |
| YTD | +40.4% | +21.0% | +19.4% | +21.7% |
| 1Y | +34.0% | +15.2% | +18.8% | +20.0% |
| 3Y | +35.3% | +95.6% | -60.3% | -16.8% |
| 5Y | -5.1% | +53.4% | -58.5% | -32.7% |
| 10Y | +124.0% | +221.5% | -97.5% | +8.4% |
| All | +124.0% | +233.6% | -109.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling