-31.6%
CPB vs ALHC
-64.2%
+32.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | +8.0% | +1.0% | +7.0% | +8.0% |
| 30D | +22.4% | -14.2% | +36.5% | +22.5% |
| 3M | +2.5% | -45.1% | +47.7% | +3.2% |
| 6M | +12.2% | -59.5% | +71.8% | +13.2% |
| YTD | -12.8% | -62.8% | +50.0% | -12.1% |
| 1Y | -19.2% | -55.5% | +36.3% | -18.7% |
| 3Y | -35.6% | +25.7% | -61.2% | -37.2% |
| All | -31.6% | -64.2% | +32.6% | -35.7% |
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 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