+22.7%
CRL vs ALHC
-61.8%
+84.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.6% | +4.8% |
| 7D | +4.4% | +3.9% | +0.5% | +3.8% |
| 30D | +17.1% | -3.6% | +20.7% | +17.3% |
| 3M | +32.1% | -49.4% | +81.5% | +39.9% |
| 6M | +98.9% | -59.5% | +158.4% | +113.3% |
| YTD | +77.1% | -63.2% | +140.3% | +90.9% |
| 1Y | +110.3% | -55.5% | +165.7% | +122.2% |
| 3Y | +108.5% | +23.0% | +85.5% | +82.2% |
| 5Y | -7.9% | -65.7% | +57.9% | -12.0% |
| All | +22.7% | -61.8% | +84.5% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling