-57.5%
ALHC vs CLBK
+39.6%
-97.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | -10.6% | +3.4% | -14.0% | -11.5% |
| 3M | -45.3% | -4.3% | -41.0% | -44.7% |
| 6M | -59.7% | +28.4% | -88.1% | -62.3% |
| YTD | -62.7% | +59.4% | -122.1% | -67.2% |
| 1Y | -56.1% | +64.8% | -120.9% | -61.7% |
| 3Y | +21.3% | +50.6% | -29.3% | +7.6% |
| 5Y | -66.0% | +28.3% | -94.3% | -70.1% |
| All | -57.5% | +39.6% | -97.1% | -62.1% |
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