+27.0%
CG vs ALHC
-60.6%
+87.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -4.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | +5.7% | -9.6% | +15.3% | +6.7% |
| 3M | -17.9% | -44.5% | +26.7% | -13.2% |
| 6M | -20.2% | -59.2% | +39.0% | -14.0% |
| YTD | -32.0% | -62.0% | +30.0% | -26.4% |
| 1Y | -27.0% | -54.8% | +27.8% | -22.6% |
| 3Y | +42.8% | +25.0% | +17.8% | +25.5% |
| 5Y | -23.4% | -65.3% | +41.9% | -24.9% |
| All | +27.0% | -60.6% | +87.7% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling