+31.9%
CP vs ALHC
+16.3%
+15.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.0% |
| 7D | +2.8% | +3.9% | -1.1% | +2.7% |
| 30D | +11.3% | -3.6% | +15.0% | +11.4% |
| 3M | +2.9% | -49.4% | +52.3% | +4.5% |
| 6M | +9.8% | -59.5% | +69.2% | +11.6% |
| YTD | +28.5% | -63.2% | +91.7% | +30.9% |
| 1Y | +33.5% | -55.5% | +89.0% | +35.2% |
| 3Y | +31.9% | +23.0% | +8.9% | +34.6% |
| All | +31.9% | +16.3% | +15.6% | +34.6% |
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