-8.9%
CLX vs ALHC
+25.0%
-33.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.4% |
| 7D | +8.5% | -0.8% | +9.3% | +8.6% |
| 30D | +30.0% | -9.6% | +39.6% | +30.4% |
| 3M | +3.8% | -44.5% | +48.3% | +5.7% |
| 6M | +24.6% | -59.2% | +83.8% | +27.6% |
| YTD | +12.8% | -62.0% | +74.8% | +15.7% |
| 1Y | +8.6% | -54.8% | +63.4% | +11.3% |
| All | -8.9% | +25.0% | -33.9% | -8.6% |
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