+2,089.9%
CLS vs ALHC
-65.9%
+2,155.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.0% | +4.6% |
| 7D | +23.5% | -0.8% | +24.3% | +23.5% |
| 30D | -28.9% | -9.6% | -19.3% | -28.8% |
| 3M | -25.2% | -44.5% | +19.4% | -24.2% |
| 6M | -32.1% | -59.2% | +27.1% | -30.7% |
| YTD | -14.1% | -62.0% | +48.0% | -12.5% |
| 1Y | -24.1% | -54.8% | +30.7% | -23.3% |
| 3Y | +897.0% | +25.0% | +872.0% | +806.3% |
| 5Y | +2,089.9% | -65.3% | +2,155.2% | +2,319.9% |
| All | +2,089.9% | -65.9% | +2,155.8% | +2,319.9% |
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