-48.0%
CPB vs ALHC
-28.9%
-19.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -8.6% | -0.6% | -8.0% | -8.6% |
| 30D | -7.2% | -1.0% | -6.2% | -7.2% |
| 3M | +0.9% | -10.2% | +11.0% | +1.0% |
| 6M | -11.8% | -28.3% | +16.5% | -11.7% |
| YTD | -19.4% | -31.4% | +12.0% | -19.3% |
| 1Y | -30.4% | -16.9% | -13.4% | -30.5% |
| 3Y | -40.2% | +135.5% | -175.6% | -41.4% |
| 5Y | -39.5% | -33.6% | -5.9% | -42.2% |
| All | -48.0% | -28.9% | -19.1% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling