+27.6%
CL vs ALHC
-28.9%
+56.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | -4.8% | -1.0% | -3.8% | -4.8% |
| 3M | +4.9% | -10.2% | +15.1% | +4.9% |
| 6M | -5.7% | -28.3% | +22.6% | -5.5% |
| YTD | +14.4% | -31.4% | +45.8% | +14.6% |
| 1Y | +8.7% | -16.9% | +25.7% | +8.6% |
| 3Y | +30.0% | +135.5% | -105.5% | +26.4% |
| 5Y | +28.4% | -33.6% | +62.0% | +23.9% |
| All | +27.6% | -28.9% | +56.6% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling