+230.8%
CORZ vs ALHC
-1.2%
+232.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.1% | -3.7% | -10.3% |
| 7D | -21.1% | -6.2% | -14.9% | -20.8% |
| 30D | -31.8% | -9.7% | -22.1% | -31.4% |
| 3M | -47.7% | -44.7% | -3.0% | -45.7% |
| 6M | -48.7% | -58.7% | +10.0% | -46.1% |
| YTD | -21.8% | -61.7% | +39.9% | -17.8% |
| 1Y | -47.8% | -55.7% | +7.9% | -45.9% |
| All | +230.8% | -1.2% | +232.0% | +210.0% |
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