+241.9%
CORZ vs ALHC
-4.1%
+245.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +3.5% |
| 7D | -11.2% | +1.0% | -12.2% | -11.3% |
| 30D | -26.2% | -14.2% | -12.1% | -25.6% |
| 3M | -44.1% | -45.1% | +1.0% | -42.0% |
| 6M | -52.3% | -59.5% | +7.3% | -49.8% |
| YTD | -19.2% | -62.8% | +43.6% | -14.9% |
| 1Y | -42.9% | -55.5% | +12.6% | -40.9% |
| All | +241.9% | -4.1% | +245.9% | +221.0% |
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