+8.3%
CNC vs ALHC
-60.6%
+69.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | +2.0% | -9.6% | +11.7% | +3.4% |
| 3M | +4.8% | -44.5% | +49.3% | +12.4% |
| 6M | +18.5% | -59.2% | +77.7% | +30.1% |
| YTD | +70.8% | -62.0% | +132.8% | +88.9% |
| 1Y | +94.1% | -54.8% | +148.9% | +109.8% |
| 3Y | -2.2% | +25.0% | -27.2% | -7.6% |
| 5Y | -7.4% | -65.3% | +58.0% | -8.0% |
| All | +8.3% | -60.6% | +69.0% | +5.9% |
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