+153.5%
CB vs ALHC
-61.4%
+214.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.1% |
| 7D | +2.9% | +0.3% | +2.7% | +2.9% |
| 30D | +7.3% | -10.6% | +17.9% | +7.6% |
| 3M | +9.4% | -45.3% | +54.7% | +11.2% |
| 6M | +19.6% | -59.7% | +79.3% | +22.3% |
| YTD | +21.5% | -62.7% | +84.2% | +24.2% |
| 1Y | +28.0% | -56.1% | +84.1% | +30.1% |
| 3Y | +74.9% | +21.3% | +53.6% | +70.4% |
| 5Y | +108.1% | -66.0% | +174.1% | +104.8% |
| All | +153.5% | -61.4% | +214.9% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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