+83.5%
CRL vs ALHC
-51.4%
+134.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +10.1% | -17.4% | -8.1% |
| 7D | -12.8% | -0.5% | -12.3% | -12.8% |
| 30D | +5.0% | -4.2% | +9.2% | +5.2% |
| 3M | +39.4% | -39.8% | +79.2% | +45.1% |
| 6M | +89.4% | -57.7% | +147.1% | +104.7% |
| YTD | +63.6% | -58.8% | +122.4% | +72.3% |
| 1Y | +83.5% | -52.4% | +135.8% | +81.0% |
| All | +83.5% | -51.4% | +134.9% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling