-21.8%
ALHC vs CLBK
+45.8%
-67.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.6% | +1.2% | -1.8% | -0.9% |
| 30D | -1.0% | +9.1% | -10.2% | -3.5% |
| 3M | -10.2% | +27.7% | -37.8% | -15.9% |
| 6M | -28.3% | +40.8% | -69.1% | -34.6% |
| YTD | -31.4% | +66.4% | -97.8% | -40.2% |
| 1Y | -16.9% | +72.4% | -89.3% | -28.4% |
| 3Y | +135.5% | +50.7% | +84.8% | +107.5% |
| 5Y | -33.6% | +42.9% | -76.6% | -43.6% |
| All | -21.8% | +45.8% | -67.5% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling