+16.5%
CNI vs ALHC
-33.8%
+50.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -0.4% | -6.9% | +6.5% | 0.0% |
| 30D | -2.7% | -6.7% | +4.0% | -2.4% |
| 3M | +3.9% | -37.7% | +41.6% | +5.9% |
| 6M | +16.4% | -30.0% | +46.3% | +17.4% |
| YTD | +25.8% | -36.2% | +62.0% | +27.4% |
| 1Y | +32.4% | -22.9% | +55.3% | +32.6% |
| 3Y | +19.1% | +138.4% | -119.3% | +8.1% |
| 5Y | +13.6% | -32.8% | +46.3% | +9.9% |
| All | +16.5% | -33.8% | +50.4% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling