-47.1%
CPB vs ALHC
-29.3%
-17.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | -8.2% | -1.0% | -7.3% | -8.2% |
| 30D | -5.6% | -6.3% | +0.7% | -5.5% |
| 3M | +3.0% | -12.3% | +15.3% | +3.1% |
| 6M | -12.7% | -27.0% | +14.3% | -12.6% |
| YTD | -18.0% | -31.8% | +13.9% | -17.9% |
| 1Y | -31.7% | -17.0% | -14.7% | -31.8% |
| 3Y | -41.0% | +159.8% | -200.8% | -42.3% |
| 5Y | -38.4% | -25.1% | -13.2% | -41.0% |
| All | -47.1% | -29.3% | -17.7% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling