+124.0%
CNH vs ALM
+2,221.4%
-2,097.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.1% | +2.8% | +10.6% |
| 7D | +8.6% | +0.7% | +7.8% | +8.5% |
| 30D | +12.6% | -26.1% | +38.6% | +13.6% |
| 3M | +17.5% | -38.1% | +55.6% | +19.1% |
| 6M | +18.1% | -55.4% | +73.5% | +20.4% |
| YTD | +40.4% | -0.4% | +40.8% | +40.2% |
| 1Y | +34.0% | +25.4% | +8.6% | +33.0% |
| 3Y | +35.3% | +907.8% | -872.5% | +24.4% |
| 5Y | -5.1% | +440.2% | -445.3% | -12.0% |
| 10Y | +124.0% | +2,031.1% | -1,907.1% | +110.2% |
| All | +124.0% | +2,221.4% | -2,097.4% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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