+21.7%
CMG vs ALHC
-60.6%
+82.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.7% |
| 7D | -0.6% | -0.8% | +0.1% | -0.6% |
| 30D | +15.9% | -9.6% | +25.5% | +17.0% |
| 3M | +7.8% | -44.5% | +52.3% | +14.3% |
| 6M | +7.7% | -59.2% | +66.8% | +17.0% |
| YTD | -4.9% | -62.0% | +57.1% | +3.6% |
| 1Y | +12.3% | -54.8% | +67.1% | +20.3% |
| 3Y | -17.1% | +25.0% | -42.1% | -22.5% |
| 5Y | -5.6% | -65.3% | +59.7% | -6.3% |
| All | +21.7% | -60.6% | +82.3% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling