+203.8%
CF vs ALHC
-60.6%
+264.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.4% |
| 7D | +5.4% | -0.8% | +6.1% | +5.4% |
| 30D | +6.5% | -9.6% | +16.2% | +6.8% |
| 3M | +4.6% | -44.5% | +49.2% | +6.3% |
| 6M | -3.3% | -59.2% | +55.9% | -1.2% |
| YTD | +63.9% | -62.0% | +125.9% | +67.5% |
| 1Y | +50.4% | -54.8% | +105.3% | +52.5% |
| 3Y | +68.2% | +25.0% | +43.2% | +58.2% |
| 5Y | +113.8% | -65.3% | +179.2% | +110.3% |
| All | +203.8% | -60.6% | +264.5% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling