-43.7%
CPB vs ALHC
-61.8%
+18.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +3.3% | +3.9% | -0.6% | +3.2% |
| 30D | +19.0% | -3.6% | +22.6% | +19.0% |
| 3M | +0.4% | -49.4% | +49.9% | +1.0% |
| 6M | +13.0% | -59.5% | +72.4% | +13.7% |
| YTD | -12.7% | -63.2% | +50.5% | -12.2% |
| 1Y | -20.9% | -55.5% | +34.6% | -20.6% |
| 3Y | -35.4% | +23.0% | -58.4% | -36.5% |
| 5Y | -32.3% | -65.7% | +33.4% | -35.1% |
| All | -43.7% | -61.8% | +18.1% | -45.5% |
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