+33.7%
CFG vs ALHC
-51.4%
+85.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.1% | -7.8% | +1.2% |
| 7D | +1.8% | -0.5% | +2.3% | +1.7% |
| 30D | +3.3% | -4.2% | +7.5% | +3.5% |
| 3M | -9.8% | -39.8% | +29.9% | -5.3% |
| 6M | +5.2% | -57.7% | +62.9% | +14.1% |
| YTD | +16.1% | -58.8% | +74.9% | +23.0% |
| 1Y | +33.7% | -52.4% | +86.0% | +34.8% |
| All | +33.7% | -51.4% | +85.1% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling