+34.4%
CNH vs ALM
+21.0%
+13.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.1% | +2.8% | +10.0% |
| 7D | +8.6% | +0.7% | +7.8% | +8.4% |
| 30D | +12.6% | -26.1% | +38.6% | +15.6% |
| 3M | +17.5% | -38.1% | +55.6% | +22.0% |
| 6M | +18.1% | -55.4% | +73.5% | +24.7% |
| YTD | +40.4% | -0.4% | +40.8% | +47.9% |
| All | +34.4% | +21.0% | +13.4% | +44.5% |
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