-17.0%
ALHC vs CLBK
+70.4%
-87.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | -6.3% | +7.8% | -14.1% | -9.2% |
| 3M | -12.3% | +23.9% | -36.2% | -19.0% |
| 6M | -27.0% | +42.3% | -69.3% | -35.2% |
| YTD | -31.8% | +65.4% | -97.2% | -42.0% |
| 1Y | -17.0% | +70.3% | -87.3% | -29.7% |
| All | -17.0% | +70.4% | -87.5% | -29.7% |
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