+5.6%
CDE vs ALHC
-51.4%
+57.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +10.1% | -1.4% | +7.4% |
| 7D | +1.1% | -0.5% | +1.6% | +1.0% |
| 30D | -14.5% | -4.2% | -10.3% | -14.3% |
| 3M | -10.1% | -39.8% | +29.7% | -5.4% |
| 6M | -16.9% | -57.7% | +40.9% | -5.9% |
| YTD | -18.1% | -58.8% | +40.6% | -10.2% |
| 1Y | +5.6% | -52.4% | +58.0% | +8.8% |
| All | +5.6% | -51.4% | +57.0% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling