+74.9%
CB vs ALHC
+25.6%
+49.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.4% | -0.5% |
| 7D | +2.6% | -6.2% | +8.8% | +2.7% |
| 30D | +11.2% | -9.7% | +20.9% | +11.4% |
| 3M | +5.7% | -44.7% | +50.5% | +6.7% |
| 6M | +15.9% | -58.7% | +74.6% | +17.3% |
| YTD | +20.2% | -61.7% | +81.9% | +21.6% |
| 1Y | +32.4% | -55.7% | +88.1% | +33.6% |
| All | +74.9% | +25.6% | +49.3% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling