+1,225.8%
CLS vs ALHC
+136.3%
+1,089.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -0.6% | +5.2% | +4.6% |
| 30D | -13.9% | -1.0% | -12.9% | -13.9% |
| 3M | -26.6% | -10.2% | -16.4% | -26.4% |
| 6M | +15.4% | -28.3% | +43.7% | +15.1% |
| YTD | +5.7% | -31.4% | +37.1% | +5.2% |
| 1Y | +41.1% | -16.9% | +58.1% | +41.2% |
| All | +1,225.8% | +136.3% | +1,089.5% | +1,241.6% |
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 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