-5.0%
CMG vs ALHC
+141.7%
-146.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.5% | -1.0% | -0.5% | -1.4% |
| 30D | +12.7% | -6.3% | +19.0% | +13.3% |
| 3M | +26.3% | -12.3% | +38.6% | +27.3% |
| 6M | +4.5% | -27.0% | +31.5% | +6.5% |
| YTD | -0.1% | -31.8% | +31.7% | +2.1% |
| 1Y | -6.8% | -17.0% | +10.2% | -5.5% |
| 3Y | -5.0% | +159.8% | -164.8% | -6.9% |
| All | -5.0% | +141.7% | -146.6% | -6.9% |
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 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