-33.3%
CPB vs ALHC
-66.2%
+33.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.0% | +3.2% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +19.2% | -10.6% | +29.8% | +19.3% |
| 3M | -0.9% | -45.3% | +44.4% | -0.3% |
| 6M | +15.2% | -59.7% | +75.0% | +16.2% |
| YTD | -13.1% | -62.7% | +49.7% | -12.4% |
| 1Y | -22.4% | -56.1% | +33.7% | -22.0% |
| 3Y | -35.3% | +21.3% | -56.6% | -36.9% |
| All | -33.3% | -66.2% | +33.0% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling