+68.0%
CNH vs ALM
+722.1%
-654.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.5% |
| 3M | +32.7% | -15.0% | +47.8% | +32.8% |
| 6M | +22.2% | -10.1% | +32.3% | +21.9% |
| YTD | +57.7% | +99.4% | -41.7% | +54.9% |
| 1Y | +28.0% | +316.4% | -288.4% | +23.6% |
| 3Y | +11.5% | +2,022.0% | -2,010.4% | +2.3% |
| 5Y | +11.9% | +941.2% | -929.3% | +3.6% |
| 10Y | +162.8% | +2,950.3% | -2,787.6% | +140.5% |
| All | +68.0% | +722.1% | -654.1% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling