-24.7%
ALHC vs CLBK
+43.0%
-67.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.8% |
| 7D | -4.1% | -1.5% | -2.7% | -3.7% |
| 30D | -5.4% | +6.7% | -12.1% | -7.2% |
| 3M | -32.1% | +21.2% | -53.3% | -35.6% |
| 6M | -28.5% | +42.0% | -70.5% | -34.9% |
| YTD | -34.0% | +63.3% | -97.3% | -42.2% |
| 1Y | -20.9% | +65.4% | -86.3% | -31.1% |
| 3Y | +151.5% | +52.5% | +99.1% | +122.0% |
| 5Y | -28.8% | +42.0% | -70.8% | -39.4% |
| All | -24.7% | +43.0% | -67.7% | -33.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling