+116.1%
CMI vs ALHC
-65.9%
+182.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.6% |
| 7D | +1.5% | -0.8% | +2.3% | +1.5% |
| 30D | -14.0% | -9.6% | -4.3% | -13.6% |
| 3M | -28.3% | -44.5% | +16.2% | -26.8% |
| 6M | -34.9% | -59.2% | +24.3% | -32.9% |
| YTD | -9.9% | -62.0% | +52.2% | -7.1% |
| 1Y | -3.6% | -54.8% | +51.2% | -1.4% |
| 3Y | +120.9% | +25.0% | +95.9% | +109.9% |
| 5Y | +116.1% | -65.3% | +181.4% | +118.8% |
| All | +116.1% | -65.9% | +182.0% | +118.8% |
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