+848.2%
CLS vs ALHC
+28.2%
+820.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.5% |
| 7D | +2.8% | -5.5% | +8.3% | +2.5% |
| 30D | -30.1% | -4.9% | -25.2% | -30.2% |
| 3M | -21.7% | -41.7% | +20.0% | -23.5% |
| 6M | -36.2% | -55.2% | +18.9% | -37.7% |
| YTD | -17.8% | -61.1% | +43.2% | -20.3% |
| 1Y | -26.8% | -53.3% | +26.5% | -28.5% |
| All | +848.2% | +28.2% | +820.0% | +837.5% |
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 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