+190.4%
CF vs ALHC
-61.5%
+251.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.8% |
| 7D | -3.2% | +1.0% | -4.1% | -3.3% |
| 30D | +4.3% | -14.2% | +18.5% | +4.7% |
| 3M | +2.8% | -45.1% | +47.9% | +4.4% |
| 6M | +0.6% | -59.5% | +60.2% | +2.8% |
| YTD | +56.6% | -62.8% | +119.5% | +60.2% |
| 1Y | +49.6% | -55.5% | +105.1% | +51.7% |
| 3Y | +61.5% | +25.7% | +35.8% | +51.7% |
| 5Y | +124.0% | -66.8% | +190.8% | +120.2% |
| All | +190.4% | -61.5% | +251.8% | +173.2% |
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