-8.3%
CCL vs ALHC
-28.9%
+20.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -5.0% | -0.6% | -4.5% | -5.0% |
| 30D | -20.3% | -1.0% | -19.3% | -20.3% |
| 3M | -15.1% | -10.2% | -5.0% | -15.3% |
| 6M | -15.1% | -28.3% | +13.2% | -12.8% |
| YTD | -21.8% | -31.4% | +9.7% | -19.3% |
| 1Y | -24.8% | -16.9% | -7.9% | -25.1% |
| 3Y | +51.9% | +135.5% | -83.6% | +12.1% |
| 5Y | +4.0% | -33.6% | +37.7% | -10.4% |
| All | -8.3% | -28.9% | +20.6% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling