-9.6%
CNH vs ALLE
+53.5%
-63.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.6% |
| 30D | +7.6% | +25.9% | -18.3% | -6.8% |
| 3M | +17.0% | +14.9% | +2.1% | +7.2% |
| 6M | +12.9% | +42.1% | -29.2% | -9.8% |
| YTD | +34.3% | +20.4% | +13.9% | +18.1% |
| 1Y | +28.5% | +14.9% | +13.7% | +16.3% |
| 3Y | +31.9% | +90.1% | -58.2% | -14.4% |
| 5Y | -9.6% | +53.0% | -62.6% | -33.6% |
| All | -9.6% | +53.5% | -63.1% | -33.6% |
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