+42.8%
CL vs ALHC
-62.4%
+105.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.1% | +0.1% |
| 7D | +5.9% | -6.2% | +12.1% | +6.0% |
| 30D | +13.8% | -9.7% | +23.4% | +13.9% |
| 3M | +6.4% | -44.7% | +51.1% | +7.4% |
| 6M | +15.6% | -58.7% | +74.3% | +17.0% |
| YTD | +27.9% | -61.7% | +89.6% | +29.3% |
| 1Y | +31.4% | -55.7% | +87.1% | +32.5% |
| 3Y | +41.4% | +25.6% | +15.8% | +37.7% |
| 5Y | +42.8% | -65.8% | +108.6% | +40.6% |
| All | +42.8% | -62.4% | +105.2% | +40.6% |
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