-6.0%
ALHC vs CAI
-7.1%
+1.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -0.6% | -2.2% | +1.6% | -0.2% |
| 30D | -1.0% | +52.4% | -53.4% | -9.6% |
| 3M | -10.2% | +45.1% | -55.2% | -17.1% |
| 6M | -28.3% | +26.2% | -54.5% | -33.2% |
| YTD | -31.4% | -7.1% | -24.4% | -33.9% |
| 1Y | -16.9% | -31.0% | +14.1% | -16.4% |
| All | -6.0% | -7.1% | +1.2% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling