+36.3%
CDE vs ALHC
-22.7%
+59.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.1% | -2.9% |
| 7D | -6.1% | -5.8% | -0.3% | -5.3% |
| 30D | +9.5% | -3.3% | +12.8% | +9.8% |
| 3M | +32.0% | -37.9% | +69.9% | +40.5% |
| 6M | -12.8% | -29.5% | +16.7% | -9.4% |
| YTD | +14.2% | -35.4% | +49.6% | +19.9% |
| 1Y | +36.3% | -22.4% | +58.7% | +31.1% |
| All | +36.3% | -22.7% | +59.0% | +31.1% |
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 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