+10.3%
CNH vs ALM
+2,063.1%
-2,052.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +4.1% |
| 7D | +23.3% | -2.6% | +25.9% | +23.4% |
| 30D | +33.5% | +32.0% | +1.5% | +32.2% |
| 3M | +32.7% | -15.0% | +47.8% | +32.6% |
| 6M | +22.2% | -10.1% | +32.3% | +21.6% |
| YTD | +57.7% | +99.4% | -41.7% | +56.7% |
| 1Y | +28.0% | +316.4% | -288.4% | +26.7% |
| All | +10.3% | +2,063.1% | -2,052.8% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling