+32.8%
CNI vs ALHC
-54.5%
+87.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.2% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | +7.5% | -9.6% | +17.1% | +7.6% |
| 3M | +1.7% | -44.5% | +46.2% | +2.4% |
| 6M | +15.4% | -59.2% | +74.6% | +16.7% |
| YTD | +31.5% | -62.0% | +93.5% | +31.1% |
| 1Y | +32.8% | -54.8% | +87.6% | +30.5% |
| All | +32.8% | -54.5% | +87.3% | +30.5% |
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 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