+103.2%
CB vs ALHC
-64.2%
+167.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | +0.2% | +1.0% | -0.7% | +0.2% |
| 30D | +9.1% | -14.2% | +23.2% | +9.5% |
| 3M | +3.4% | -45.1% | +48.6% | +5.2% |
| 6M | +14.1% | -59.5% | +73.6% | +16.8% |
| YTD | +18.0% | -62.8% | +80.9% | +20.9% |
| 1Y | +30.1% | -55.5% | +85.6% | +32.5% |
| 3Y | +71.8% | +25.7% | +46.1% | +66.2% |
| All | +103.2% | -64.2% | +167.4% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling