+60.4%
CF vs ALHC
+25.6%
+34.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.1% | +13.3% | +6.1% |
| 7D | +0.4% | -6.2% | +6.6% | +0.4% |
| 30D | +2.2% | -9.7% | +11.9% | +2.2% |
| 3M | +2.1% | -44.7% | +46.9% | +1.8% |
| 6M | -6.5% | -58.7% | +52.1% | -6.9% |
| YTD | +55.6% | -61.7% | +117.3% | +55.0% |
| 1Y | +42.3% | -55.7% | +98.0% | +41.5% |
| All | +60.4% | +25.6% | +34.8% | +57.7% |
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 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