+33.2%
CP vs ALHC
-28.9%
+62.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | +0.2% | -1.0% | +1.2% | +0.2% |
| 3M | +2.6% | -10.2% | +12.7% | +2.4% |
| 6M | +6.0% | -28.3% | +34.3% | +6.8% |
| YTD | +24.9% | -31.4% | +56.4% | +26.0% |
| 1Y | +20.1% | -16.9% | +37.0% | +19.9% |
| 3Y | +16.4% | +135.5% | -119.1% | +7.5% |
| 5Y | +31.7% | -33.6% | +65.4% | +27.4% |
| All | +33.2% | -28.9% | +62.1% | +22.4% |
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