+13.1%
CNH vs ALLE
+13.7%
-0.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.4% |
| 7D | +23.3% | -0.2% | +23.5% | +23.4% |
| 30D | +33.5% | -6.8% | +40.3% | +39.3% |
| 3M | +32.7% | +21.0% | +11.7% | +17.3% |
| 6M | +22.2% | +1.1% | +21.1% | +20.8% |
| YTD | +57.7% | -0.5% | +58.2% | +56.3% |
| 1Y | +28.0% | -7.3% | +35.2% | +32.1% |
| 3Y | +11.5% | +42.3% | -30.7% | -13.1% |
| All | +13.1% | +13.7% | -0.6% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling