+61.1%
CNP vs ALHC
+21.9%
+39.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.8% |
| 7D | -4.2% | +1.0% | -5.2% | -4.2% |
| 30D | +5.5% | -14.2% | +19.7% | +5.8% |
| 3M | +0.6% | -45.1% | +45.7% | +1.8% |
| 6M | -2.8% | -59.5% | +56.7% | -1.4% |
| YTD | +7.9% | -62.8% | +70.7% | +9.4% |
| 1Y | +6.7% | -55.5% | +62.1% | +7.8% |
| 3Y | +61.1% | +25.7% | +35.5% | +52.6% |
| All | +61.1% | +21.9% | +39.2% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling