+39.6%
CL vs ALHC
-61.5%
+101.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -2.1% |
| 7D | +1.3% | +1.0% | +0.4% | +1.3% |
| 30D | +11.4% | -14.2% | +25.5% | +11.6% |
| 3M | +4.4% | -45.1% | +49.6% | +5.2% |
| 6M | +10.8% | -59.5% | +70.3% | +11.8% |
| YTD | +25.1% | -62.8% | +88.0% | +26.3% |
| 1Y | +28.0% | -55.5% | +83.5% | +28.8% |
| 3Y | +37.6% | +25.7% | +11.9% | +35.0% |
| 5Y | +39.7% | -66.8% | +106.5% | +35.9% |
| All | +39.6% | -61.5% | +101.1% | +37.3% |
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