-55.7%
ALHC vs CLBK
+41.1%
-96.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +3.8% | +2.4% | +1.3% | +3.1% |
| 30D | +1.7% | +4.9% | -3.3% | +0.2% |
| 3M | -44.3% | +5.3% | -49.6% | -45.2% |
| 6M | -57.2% | +28.3% | -85.6% | -60.0% |
| YTD | -61.2% | +61.1% | -122.3% | -65.9% |
| 1Y | -53.2% | +62.4% | -115.6% | -59.0% |
| 3Y | +27.8% | +54.7% | -26.8% | +12.8% |
| 5Y | -65.4% | +27.4% | -92.8% | -69.6% |
| All | -55.7% | +41.1% | -96.8% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling