-5.1%
CNC vs ALHC
-66.2%
+61.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +1.6% | -10.6% | +12.2% | +3.1% |
| 3M | +7.9% | -45.3% | +53.2% | +16.5% |
| 6M | +21.2% | -59.7% | +80.9% | +34.1% |
| YTD | +73.2% | -62.7% | +135.9% | +93.3% |
| 1Y | +97.5% | -56.1% | +153.6% | +115.3% |
| 3Y | -1.2% | +21.3% | -22.5% | -6.9% |
| All | -5.1% | -66.2% | +61.1% | -9.4% |
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 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