+15.0%
CCL vs ALHC
-60.6%
+75.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | +10.3% | -9.6% | +20.0% | +11.8% |
| 3M | +6.6% | -44.5% | +51.1% | +15.1% |
| 6M | +20.0% | -59.2% | +79.2% | +33.4% |
| YTD | -1.9% | -62.0% | +60.1% | +9.4% |
| 1Y | +10.4% | -54.8% | +65.3% | +19.5% |
| 3Y | +134.8% | +25.0% | +109.8% | +92.0% |
| 5Y | +34.0% | -65.3% | +99.3% | +24.9% |
| All | +15.0% | -60.6% | +75.6% | +4.2% |
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