+27.8%
CFG vs ALHC
-56.7%
+84.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | +1.1% | -14.2% | +15.2% | +2.6% |
| 3M | -12.0% | -45.1% | +33.1% | -6.6% |
| 6M | -2.2% | -59.5% | +57.3% | +6.3% |
| YTD | +11.4% | -62.8% | +74.2% | +19.4% |
| 1Y | +27.8% | -55.5% | +83.3% | +28.8% |
| All | +27.8% | -56.7% | +84.5% | +28.8% |
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