-44.5%
CCI vs ALHC
-31.6%
-12.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.9% |
| 7D | -0.3% | -4.1% | +3.9% | -0.1% |
| 30D | +2.1% | -5.4% | +7.6% | +2.4% |
| 3M | -17.8% | -32.1% | +14.3% | -16.6% |
| 6M | -14.2% | -28.5% | +14.3% | -13.5% |
| YTD | -13.3% | -34.0% | +20.7% | -12.4% |
| 1Y | -16.6% | -20.9% | +4.3% | -16.7% |
| 3Y | -10.8% | +151.5% | -162.4% | -19.8% |
| 5Y | -50.3% | -28.8% | -21.5% | -53.5% |
| All | -44.5% | -31.6% | -12.9% | -47.6% |
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