+190.6%
CFG vs ALHC
+16.3%
+174.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +0.3% | +3.9% | -3.6% | -0.1% |
| 30D | +3.2% | -3.6% | +6.9% | +3.4% |
| 3M | -9.7% | -49.4% | +39.7% | -4.8% |
| 6M | +3.6% | -59.5% | +63.1% | +10.4% |
| YTD | +14.7% | -63.2% | +77.9% | +22.7% |
| 1Y | +29.6% | -55.5% | +85.0% | +36.6% |
| 3Y | +190.6% | +23.0% | +167.5% | +174.6% |
| All | +190.6% | +16.3% | +174.2% | +174.6% |
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