+62.0%
CFG vs ALHC
-64.2%
+126.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | +1.1% | -14.2% | +15.2% | +2.3% |
| 3M | -12.0% | -45.1% | +33.1% | -7.7% |
| 6M | -2.2% | -59.5% | +57.3% | +4.5% |
| YTD | +11.4% | -62.8% | +74.2% | +19.5% |
| 1Y | +27.8% | -55.5% | +83.3% | +34.9% |
| 3Y | +173.3% | +25.7% | +147.6% | +152.6% |
| All | +62.0% | -64.2% | +126.2% | +66.5% |
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