+145.1%
CCL vs ALHC
+21.9%
+123.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | +2.6% | +1.0% | +1.6% | +2.6% |
| 30D | +13.1% | -14.2% | +27.3% | +14.2% |
| 3M | +3.3% | -45.1% | +48.4% | +7.4% |
| 6M | +8.7% | -59.5% | +68.2% | +14.5% |
| YTD | -1.6% | -62.8% | +61.2% | +4.0% |
| 1Y | +14.0% | -55.5% | +69.5% | +18.9% |
| 3Y | +145.1% | +25.7% | +119.5% | +105.2% |
| All | +145.1% | +21.9% | +123.2% | +105.2% |
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 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