+3.4%
CNC vs ALHC
-28.9%
+32.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | +0.1% | -1.0% | +1.1% | +0.2% |
| 3M | +6.9% | -10.2% | +17.1% | +6.7% |
| 6M | +49.0% | -28.3% | +77.3% | +52.6% |
| YTD | +62.9% | -31.4% | +94.4% | +68.0% |
| 1Y | +134.0% | -16.9% | +150.9% | +135.2% |
| 3Y | +9.4% | +135.5% | -126.1% | -4.8% |
| 5Y | +4.1% | -33.6% | +37.8% | -4.4% |
| All | +3.4% | -28.9% | +32.3% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling