+220.7%
CF vs ALHC
-33.5%
+254.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | -0.6% | +6.6% | +6.0% |
| 30D | +14.8% | -1.0% | +15.9% | +14.8% |
| 3M | +14.1% | -10.2% | +24.2% | +13.9% |
| 6M | +28.5% | -28.3% | +56.8% | +29.3% |
| YTD | +74.9% | -31.4% | +106.4% | +76.1% |
| 1Y | +61.7% | -16.9% | +78.6% | +61.0% |
| 3Y | +80.3% | +135.5% | -55.2% | +63.4% |
| All | +220.7% | -33.5% | +254.2% | +228.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling