+20.7%
CCL vs ALHC
-61.8%
+82.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.3% |
| 7D | +3.1% | +3.9% | -0.8% | +2.5% |
| 30D | +17.5% | -3.6% | +21.2% | +18.0% |
| 3M | +6.8% | -49.4% | +56.2% | +17.0% |
| 6M | +18.7% | -59.5% | +78.2% | +31.9% |
| YTD | +3.0% | -63.2% | +66.2% | +15.4% |
| 1Y | +17.7% | -55.5% | +73.2% | +27.6% |
| 3Y | +155.6% | +23.0% | +132.6% | +109.3% |
| 5Y | +30.2% | -65.7% | +95.9% | +21.8% |
| All | +20.7% | -61.8% | +82.6% | +10.0% |
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 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