-62.2%
ALHC vs CLBK
+24.6%
-86.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.2% |
| 7D | +1.0% | +0.6% | +0.3% | +0.8% |
| 30D | -14.2% | +2.9% | -17.0% | -14.8% |
| 3M | -45.1% | +3.0% | -48.1% | -45.7% |
| 6M | -59.5% | +27.3% | -86.8% | -62.1% |
| YTD | -62.8% | +58.0% | -120.8% | -67.1% |
| 1Y | -55.5% | +62.4% | -117.9% | -60.9% |
| 3Y | +25.7% | +46.9% | -21.2% | +12.2% |
| All | -62.2% | +24.6% | -86.7% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling