-5.7%
CMG vs ALHC
-27.5%
+21.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.1% |
| 7D | -6.5% | -4.1% | -2.3% | -6.0% |
| 30D | +12.1% | -5.4% | +17.5% | +12.8% |
| 3M | +20.6% | -32.1% | +52.7% | +25.3% |
| 6M | +2.1% | -28.5% | +30.6% | +4.8% |
| YTD | -2.6% | -34.0% | +31.4% | +0.6% |
| 1Y | -8.7% | -20.9% | +12.2% | -7.4% |
| 3Y | -7.4% | +151.5% | -158.9% | -21.3% |
| 5Y | -5.7% | -28.8% | +23.2% | -13.5% |
| All | -5.7% | -27.5% | +21.8% | -13.5% |
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 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