+129.8%
CB vs ALHC
-28.9%
+158.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | -3.1% | -1.0% | -2.1% | -3.1% |
| 3M | +9.0% | -10.2% | +19.1% | +9.0% |
| 6M | +2.9% | -28.3% | +31.1% | +3.4% |
| YTD | +10.1% | -31.4% | +41.6% | +10.8% |
| 1Y | +22.8% | -16.9% | +39.7% | +22.7% |
| 3Y | +73.8% | +135.5% | -61.7% | +66.0% |
| 5Y | +99.2% | -33.6% | +132.8% | +92.1% |
| All | +129.8% | -28.9% | +158.7% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling