+0.8%
CNC vs ALHC
-33.0%
+33.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.4% |
| 7D | -3.9% | -5.8% | +1.9% | -3.1% |
| 30D | +0.8% | -3.3% | +4.1% | +1.2% |
| 3M | +0.1% | -37.9% | +38.0% | +5.5% |
| 6M | +79.7% | -29.5% | +109.2% | +84.3% |
| YTD | +58.9% | -35.4% | +94.3% | +65.1% |
| 1Y | +109.1% | -22.4% | +131.6% | +112.1% |
| 3Y | 0.0% | +146.3% | -146.3% | -13.4% |
| 5Y | +9.5% | -32.0% | +41.5% | +0.9% |
| All | +0.8% | -33.0% | +33.9% | -7.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling