+810.1%
CDE vs ALHC
+151.5%
+658.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.0% |
| 7D | -2.0% | -4.1% | +2.2% | -1.5% |
| 30D | +15.7% | -5.4% | +21.1% | +16.3% |
| 3M | +30.5% | -32.1% | +62.7% | +35.7% |
| 6M | -7.4% | -28.5% | +21.1% | -4.9% |
| YTD | +17.9% | -34.0% | +51.9% | +22.2% |
| 1Y | +46.7% | -20.9% | +67.6% | +48.8% |
| All | +810.1% | +151.5% | +658.6% | +616.5% |
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