-22.2%
ALHC vs CLBK
+44.9%
-67.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -6.3% | +7.8% | -14.1% | -8.3% |
| 3M | -12.3% | +23.9% | -36.2% | -17.2% |
| 6M | -27.0% | +42.3% | -69.3% | -33.6% |
| YTD | -31.8% | +65.4% | -97.2% | -40.5% |
| 1Y | -17.0% | +70.3% | -87.3% | -28.3% |
| 3Y | +159.8% | +54.5% | +105.4% | +128.4% |
| 5Y | -25.1% | +43.1% | -68.2% | -36.4% |
| All | -22.2% | +44.9% | -67.1% | -31.4% |
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