+35.6%
CMS vs ALHC
-60.6%
+96.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +5.3% | -9.6% | +14.9% | +5.5% |
| 3M | -0.3% | -44.5% | +44.2% | +1.3% |
| 6M | -4.0% | -59.2% | +55.2% | -2.0% |
| YTD | +2.1% | -62.0% | +64.2% | +4.4% |
| 1Y | -4.7% | -54.8% | +50.1% | -3.1% |
| 3Y | +36.8% | +25.0% | +11.8% | +33.6% |
| 5Y | +34.9% | -65.3% | +100.2% | +32.9% |
| All | +35.6% | -60.6% | +96.2% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling