+45.0%
CNH vs ALLE
+331.3%
-286.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -15.2% | +20.6% | -35.8% | -24.9% |
| 3M | +4.3% | +11.4% | -7.1% | -3.1% |
| 6M | +10.1% | +42.5% | -32.5% | -12.9% |
| YTD | +23.2% | +18.9% | +4.3% | +8.8% |
| 1Y | +8.5% | +14.2% | -5.7% | -1.8% |
| 3Y | +4.1% | +90.7% | -86.6% | -32.7% |
| 5Y | -17.8% | +52.5% | -70.3% | -40.2% |
| 10Y | +113.3% | +231.2% | -117.9% | +3.3% |
| All | +45.0% | +331.3% | -286.3% | -35.2% |
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