+36.3%
CMS vs ALHC
-61.8%
+98.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.9% | +3.9% | -4.8% | -1.0% |
| 30D | +7.1% | -3.6% | +10.7% | +7.1% |
| 3M | -1.3% | -49.4% | +48.1% | +0.6% |
| 6M | -2.7% | -59.5% | +56.8% | -0.5% |
| YTD | +2.6% | -63.2% | +65.8% | +5.0% |
| 1Y | -2.0% | -55.5% | +53.5% | -0.3% |
| 3Y | +39.6% | +23.0% | +16.6% | +36.4% |
| 5Y | +35.3% | -65.7% | +101.1% | +33.5% |
| All | +36.3% | -61.8% | +98.1% | +34.2% |
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