+19.4%
CNH vs ALM
+347.8%
-328.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.8% | -14.4% | -6.2% |
| 7D | +8.8% | +8.4% | +0.4% | +8.1% |
| 30D | +24.7% | +34.8% | -10.2% | +21.8% |
| 3M | +27.3% | +16.2% | +11.1% | +24.8% |
| 6M | +23.2% | +2.1% | +21.0% | +20.7% |
| YTD | +48.9% | +117.0% | -68.1% | +48.1% |
| 1Y | +19.4% | +313.9% | -294.5% | +12.3% |
| All | +19.4% | +347.8% | -328.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling