+37.0%
CNI vs ALHC
-51.4%
+88.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.1% | -8.0% | +1.9% |
| 7D | +3.7% | -0.5% | +4.2% | +3.7% |
| 30D | +8.1% | -4.2% | +12.3% | +8.1% |
| 3M | +1.9% | -39.8% | +41.7% | +2.5% |
| 6M | +19.2% | -57.7% | +76.9% | +20.7% |
| YTD | +32.7% | -58.8% | +91.5% | +32.2% |
| 1Y | +37.0% | -52.4% | +89.4% | +34.0% |
| All | +37.0% | -51.4% | +88.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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