+77.7%
CRL vs ALHC
-16.6%
+94.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | +10.7% | -1.0% | +11.7% | +10.6% |
| 3M | +55.3% | -10.2% | +65.4% | +54.8% |
| 6M | +60.7% | -28.3% | +88.9% | +62.8% |
| YTD | +44.6% | -31.4% | +76.1% | +48.1% |
| 1Y | +77.7% | -16.9% | +94.7% | +86.1% |
| All | +77.7% | -16.6% | +94.4% | +86.1% |
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 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