-50.7%
CCI vs ALHC
-33.5%
-17.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | +2.7% | -1.0% | +3.7% | +2.7% |
| 3M | -18.2% | -10.2% | -8.1% | -18.4% |
| 6M | -14.8% | -28.3% | +13.5% | -14.1% |
| YTD | -12.6% | -31.4% | +18.8% | -11.8% |
| 1Y | -16.7% | -16.9% | +0.2% | -17.1% |
| 3Y | -10.5% | +135.5% | -146.0% | -19.7% |
| All | -50.7% | -33.5% | -17.2% | -55.0% |
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