-52.4%
ALHC vs CAI
+12.6%
-64.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +1.1% | +9.0% | +10.0% |
| 7D | -0.5% | -6.3% | +5.8% | +0.5% |
| 30D | -4.2% | +9.3% | -13.5% | -5.3% |
| 3M | -39.8% | +106.3% | -146.1% | -48.2% |
| 6M | -57.7% | +77.7% | -135.5% | -62.9% |
| YTD | -58.8% | +23.1% | -81.9% | -62.7% |
| 1Y | -52.4% | +6.5% | -58.9% | -55.5% |
| All | -52.4% | +12.6% | -64.9% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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