-21.5%
CG vs ALHC
-66.2%
+44.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +11.2% | -10.6% | +21.8% | +12.4% |
| 3M | -22.1% | -45.3% | +23.2% | -17.4% |
| 6M | -17.9% | -59.7% | +41.8% | -11.2% |
| YTD | -31.3% | -62.7% | +31.4% | -25.3% |
| 1Y | -24.0% | -56.1% | +32.1% | -19.0% |
| 3Y | +45.0% | +21.3% | +23.7% | +26.1% |
| All | -21.5% | -66.2% | +44.8% | -11.7% |
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