-14.9%
CNH vs ALM
+396.4%
-411.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.6% | +2.7% |
| 7D | -1.7% | -6.7% | +5.0% | -1.4% |
| 30D | -7.2% | -32.9% | +25.7% | -5.6% |
| 3M | +6.5% | -39.5% | +46.0% | +8.7% |
| 6M | +7.9% | -62.0% | +69.9% | +11.6% |
| YTD | +26.6% | -7.8% | +34.4% | +27.2% |
| 1Y | +13.8% | +26.7% | -12.9% | +13.2% |
| 3Y | +9.2% | +825.4% | -816.2% | -4.9% |
| All | -14.9% | +396.4% | -411.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling