+13.2%
CNI vs ALHC
-30.4%
+43.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.6% |
| 7D | +0.9% | -4.1% | +5.0% | +1.1% |
| 30D | -2.1% | -5.4% | +3.3% | -1.9% |
| 3M | +1.8% | -32.1% | +34.0% | +3.3% |
| 6M | +14.8% | -28.5% | +43.3% | +15.7% |
| YTD | +25.4% | -34.0% | +59.4% | +26.7% |
| 1Y | +32.9% | -20.9% | +53.9% | +32.9% |
| 3Y | +20.2% | +151.5% | -131.4% | +8.6% |
| All | +13.2% | -30.4% | +43.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling