+112.4%
CNH vs ALLE
+222.4%
-110.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -7.2% | +25.3% | -32.6% | -20.6% |
| 3M | +6.5% | +10.3% | -3.7% | -0.7% |
| 6M | +7.9% | +38.0% | -30.2% | -14.1% |
| YTD | +26.6% | +17.8% | +8.8% | +11.5% |
| 1Y | +13.8% | +13.6% | +0.2% | +2.5% |
| 3Y | +9.2% | +89.2% | -80.0% | -31.5% |
| 5Y | -15.6% | +51.1% | -66.6% | -39.7% |
| All | +112.4% | +222.4% | -110.1% | +1.7% |
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