-52.4%
ALHC vs CLBK
+65.7%
-118.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +0.9% | +9.2% | +9.8% |
| 7D | -0.5% | +4.6% | -5.1% | -2.6% |
| 30D | -4.2% | -1.5% | -2.7% | -3.5% |
| 3M | -39.8% | +4.4% | -44.2% | -41.1% |
| 6M | -57.7% | +31.7% | -89.4% | -62.0% |
| YTD | -58.8% | +58.7% | -117.5% | -65.1% |
| 1Y | -52.4% | +64.9% | -117.2% | -61.2% |
| All | -52.4% | +65.7% | -118.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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