+85.6%
CNH vs ALLE
+260.9%
-175.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.4% |
| 7D | +23.3% | -0.2% | +23.5% | +23.5% |
| 30D | +33.5% | -6.8% | +40.3% | +39.4% |
| 3M | +32.7% | +21.0% | +11.7% | +17.0% |
| 6M | +22.2% | +1.1% | +21.1% | +20.7% |
| YTD | +57.7% | -0.5% | +58.2% | +56.5% |
| 1Y | +28.0% | -7.3% | +35.2% | +32.3% |
| 3Y | +11.5% | +42.3% | -30.7% | -13.0% |
| 5Y | +11.9% | +13.5% | -1.6% | -1.7% |
| 10Y | +162.8% | +144.0% | +18.7% | +50.7% |
| All | +85.6% | +260.9% | -175.2% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling