+133.6%
CCL vs ALHC
+22.7%
+110.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +13.1% | -10.6% | +23.7% | +13.9% |
| 3M | +3.4% | -45.3% | +48.7% | +7.3% |
| 6M | +18.7% | -59.7% | +78.4% | +24.8% |
| YTD | -2.3% | -62.7% | +60.5% | +3.0% |
| 1Y | +14.2% | -56.1% | +70.3% | +19.1% |
| 3Y | +133.6% | +21.3% | +112.3% | +109.3% |
| All | +133.6% | +22.7% | +110.9% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling