+8.8%
CNI vs ALHC
-66.2%
+75.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +6.1% | -10.6% | +16.7% | +6.5% |
| 3M | +0.1% | -45.3% | +45.5% | +2.4% |
| 6M | +14.9% | -59.7% | +74.6% | +18.4% |
| YTD | +30.9% | -62.7% | +93.6% | +35.0% |
| 1Y | +33.9% | -56.1% | +90.0% | +36.9% |
| 3Y | +20.2% | +21.3% | -1.1% | +13.2% |
| All | +8.8% | -66.2% | +75.0% | +13.5% |
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 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