-46.8%
CPB vs ALHC
-31.6%
-15.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +0.6% |
| 7D | -8.0% | -4.1% | -3.9% | -8.0% |
| 30D | -2.4% | -5.4% | +3.0% | -2.4% |
| 3M | +0.5% | -32.1% | +32.7% | +0.9% |
| 6M | -10.5% | -28.5% | +18.0% | -10.3% |
| YTD | -17.5% | -34.0% | +16.5% | -17.4% |
| 1Y | -31.0% | -20.9% | -10.1% | -31.1% |
| 3Y | -40.6% | +151.5% | -192.2% | -41.9% |
| 5Y | -37.7% | -28.8% | -8.9% | -40.3% |
| All | -46.8% | -31.6% | -15.2% | -48.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling