+15.9%
CCL vs ALHC
-61.5%
+77.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.9% |
| 7D | +3.1% | +1.0% | +2.2% | +2.9% |
| 30D | +13.7% | -14.2% | +27.8% | +15.9% |
| 3M | +3.8% | -45.1% | +49.0% | +12.3% |
| 6M | +9.3% | -59.5% | +68.8% | +21.5% |
| YTD | -1.1% | -62.8% | +61.7% | +10.6% |
| 1Y | +14.6% | -55.5% | +70.0% | +24.2% |
| 3Y | +146.4% | +25.7% | +120.7% | +100.9% |
| 5Y | +21.9% | -66.8% | +88.6% | +14.2% |
| All | +15.9% | -61.5% | +77.4% | +5.4% |
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 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