+57.1%
CG vs ALHC
+136.3%
-79.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.3% | -0.6% | -3.7% | -4.3% |
| 30D | -5.1% | -1.0% | -4.1% | -5.1% |
| 3M | +8.7% | -10.2% | +18.8% | +8.5% |
| 6M | -9.2% | -28.3% | +19.1% | -8.2% |
| YTD | -18.9% | -31.4% | +12.6% | -17.7% |
| 1Y | -25.6% | -16.9% | -8.7% | -25.4% |
| All | +57.1% | +136.3% | -79.2% | +41.9% |
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 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